Thomas Bayes

Gave the rule for revising a probability in the light of evidence.

Biography

An English Presbyterian minister and mathematician whose essay on the doctrine of chances was published posthumously in 1763, communicated to the Royal Society by Richard Price. The work addressed the problem of inverse probability: reasoning from an observed outcome back to the probability of the cause that produced it.

Key contributions

• The theorem relating a conditional probability to its inverse, now known as Bayes’ rule.
• An early formulation of inference about an unknown probability from observed outcomes.

Impact

Bayes’ rule is the mechanism behind Bayesian inference, naive Bayes classifiers, and Bayesian networks. It is the standard formalization of how evidence should change a belief.