STATISTICAL PATTERN RECOGNITION - Department of 统计模式识别系.pptVIP

INTRODUCTION TO STATISTICAL PATTERN RECOGNITION Thotreingam Kasar Medical Intelligence and Language Engineering Laboratory, Department of Electrical Engineering, Indian Institute of Science, Bangalore, INDIA - 560012 Outline Basic Probability Theory Bayesian Decision Theory Discussion Probability theory Classical: Ratio of favorable to the total outcomes Relative Frequency: Measure of frequency of occurrence Axiomatic theory of probability Probability is a mathematical model to help us study physical systems in an ‘average’ sense Kinds of probability Axiomatic Probability Probability Measure is a function P(.) that assigns to every event E ? ?, a number P(E) such that: Probability Space: comprises of the triplet (?, ?, P) P – Probability Measure ? - The sample space ? - Field of events defined in ? Unconditional Probability: A1,A2,…,AC be mutually exclusive events such that then for any event B, Conditional Probability: The probability of B given A is Bayes theorem Probability Theory Random Variables A random variable x associates events in the sample space ? to the real line R Density function Distribution function Properties Properties Random variables Expected Value Conditional Expectation Moments Variance Covariance Uncorrelated Orthogonal Independent Random variables Joint Random Variables X and Y are random variables defined on the same sample space ? Joint distribution function is given by Joint probability density function is given by Marginal Density Functions Conditional Distribution Function We cannot define the conditional distribution function for continuous random variables X and Y by the following relation Conditional Density Function We have Density form of Bayes’ theorem Generalization of the conditional density of random variables Xk+1,…Xp given X1,…,Xk leads to Chain Rule Conditional Density Function Statistical Pattern Recognition The Problem: Given