Probabilistic ML - 02 - Densities

This is Lecture 2 of the course on Probabilistic Machine Learning in the Summer Term of 2025 at the University of Tübingen, taught by Prof. Philipp Hennig. Contents include the definition of probability densities, a short detour to measure theory, and transformation laws for densities Probabilistic ML is an integral part of the curriculum of the International Masters Degree in Machine Learning, alongside associated courses on deep learning, statistical machine learning, reinforcement learning, and much more. Playlist for the course:    • Probabilistic Machine Learning 2025 - Phil...