What is it?
A random quantity that can take any value in an interval. for every single ; only intervals have positive probability, given by integrating a density.
Formulas
Where it shows up in computing
Monte Carlo methods draw samples of continuous random variables to estimate integrals.
Where it shows up in AI
Generative models are continuous random variables whose distribution imitates the data.
Where is it used?
Computing topics reachable from here, through the chain of ideas that leads to them:
ℒ AI and machine learning
- Probability density function→Bayesian inference★★★★★
- Probability density function→Generative models★★★★★
- Probability density function→Expectation→Loss function★★★★★
- Probability density function→Maximum likelihood estimation→Logistic regression★★★★★
- Probability density function→Expectation→Stochastic gradient descent (SGD)★★★★★
- Probability density function→Expectation→Reinforcement learning★★★★★
- +10
What depends on it
This page has the essentials. A fuller treatment (intuition, formal definition, worked example) is on the way.