Bayes' Theorem and Conditional Probability

Bayes' theorem is a formula that describes how to update the probabilities of hypotheses when given evidence. It follows simply from the axioms of conditional probability, but can be used to powerfully reason about a wide range of problems involving belief updates.

Many modern machine learning techniques rely on Bayes' theorem. For instance, spam filters use Bayesian updating to determine whether an email is real or spam, given the words in the email. Additionally, many specific techniques in statistics, such as calculating pp-values or interpreting medical results, are best described in terms of how they contribute to updating hypotheses using Bayes' theorem.