Part I: Foundations of Sensory AI
Chapter 4  [F]

Probability, Estimation, and Uncertainty Primer

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Sections

  1. 4.1 Random variables, distributions, and moments for signals
  2. 4.2 Estimators, bias-variance, and maximum likelihood
  3. 4.3 Bayesian inference and priors
  4. 4.4 Aleatoric vs epistemic uncertainty (introduced early, used everywhere)
  5. 4.5 Information, entropy, and mutual information
  6. 4.6 Hypothesis testing and detection theory
  7. 4.7 Monte Carlo and sampling basics

Lab 4

estimate sensor noise models from data and propagate uncertainty through a simple pipeline.