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I want to become confident in using of probabilities. I'm looking for a textbook, to answer the following and other questions.
Where did you get the answers?
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for Probability book for Machine Learning, I recommend All of Statistics:A Concise Course in Statistical Inference. as the book said: The book is suitable for graduate students in computer science and honors undergraduates in math, statistics, and computer science. It is also useful for students beginning graduate work in statistics who need to fill in their background on mathematical statistics. and the book do place emphasis on the relation of Statistics, data mining, and machine learning Thanks. The book is now shipping to me.
(Nov 15 '10 at 07:09)
Ivo Danihelka
I know this post is very old but I have a question that doesn't warrant creating a new thread: Do you know of a book that covers material similar to All of Statistics, but in a more pedagogical way? I found AoS's "here's a bunch of definitions, now do these 80 exercises" approach to be highly demotivating. I'd much rather have a book that gives more examples and has a bit more hand-holding for the exercises, a bit like How To Prove It by Velleman.
(Apr 08 '11 at 15:57)
yeastwars
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According to this hackernews thread http://news.ycombinator.com/item?id=1055042 And a personal recommendation you might try to look into: Probability and Random Processes by Grimmet, it has the answers to those questions. Pattern Recognition and Machine Learning by Bishop also has a chapter regarding probabilities distributions and it might have some of the answers you are looking for, I do not have my copy at hand so I am not that sure. There is a lot of stuff in that book that is not necessary for ML at all. I would not buy it again.
(Dec 10 '10 at 16:44)
Justin Bayer
Which book do you refer, Grimmet's book is a probability process, hence the name. And Bishop's book has almost everything on Machine Learning, so I am not really following you.
(Dec 10 '10 at 19:47)
Leon Palafox ♦
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Bishops book will definitely answer the second question. It is a great book that focuses on machine learning from a probabilistic point of view. So it is rather a machine learning book than a statistics book. But you should certainly have a look at it, since it is becoming a standard reference. For probability, I like the "All of Statistics" more. It starts with rigorous definitions of probability based on sets. It is then clear why a random variable forms a partition of the sample space.
(Dec 10 '10 at 08:24)
Ivo Danihelka
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Here is a list of some of the best books on probability. The ninth book in that list is an excellent resource to own. Strongly recommended for any engineer/student wanting to learn machine learning techniques. The cool thing is it is written in easy to understand language, just what a beginner would want.
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