XXooptRobotics
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Probability & Statistics

Uncertainty, Bayes, Gaussians — the basis of estimation.

easyFoundations

Why it matters in robotics

Nearly every robotics estimation system — localization, SLAM, sensor fusion, tracking — is built on Bayesian reasoning over noisy, uncertain data, so interviewers use probability as a litmus test for whether you can reason about state estimation at all. Expect to derive Bayes' rule, manipulate Gaussians (mean/covariance, marginalization, conditioning), and explain how a prior combines with a likelihood to form a posterior. Fluency here is the prerequisite for talking credibly about Kalman and particle filters, which are common follow-up questions.

Application focus

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At a glance

Prior beliefbel(x)Predict(motion model)Update(Bayes' rule +measurement)Posterior beliefbel(x)propagatesensor znormalizenext step

The Bayes filter loop: a prior belief is pushed forward by the motion model (predict), then corrected by a noisy measurement via Bayes' rule (update), producing the posterior that becomes the next prior.

What to study

  • Bayes' rule: priors, likelihoods, posteriors, and the normalizing evidence term
  • Gaussian distributions: mean/covariance, marginalization, conditioning, and why products of Gaussians stay Gaussian
  • Random variables, expectation, variance, and conditional/joint distributions
  • The Bayes filter: recursive predict (motion) and update (measurement) state estimation

Study by time budget

Pick the path that fits the time you have before your interview.

  1. Bayes theorem, the geometry of changing beliefsVideo3Blue1Brown· ~15 min
  2. Seeing Theory: interactive visual intro to probability & Bayesian inferenceArticleDaniel Kunin (Brown University)· ~45 min

Where to practice coding

Practice questions (2)