Title: My background is in computer science and I&#x27;d like to learn how probability theory is applied.<p>I was reading the GraphSLAM paper to get a sense of the algorithms used for SLAM purposes in robots. While reading it, I realized that I have a tenuous grasp on probability theory, especially on topics like covariance, conditional probability and multivariate distributions (even things like what posterior probability represents).<p>I&#x27;d like to rectify this and gain an intuitive understanding of the subject, since it is commonly used in numerous areas of engineering.<p>I dislike books that introduce fully formed theorems with no derivation or proof of how they came into existence. Which comprehensive book(s) can I read?
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