The Information Structuralist

Stochastic kernels vs. conditional probability distributions

Posted in Control, Feedback, Information Theory, Probability by mraginsky on March 17, 2013

Larry Wasserman‘s recent post about misinterpretation of p-values is a good reminder about a fundamental distinction anyone working in information theory, control or machine learning should be aware of — namely, the distinction between stochastic kernels and conditional probability distributions.