I believe it's because you're essentially constructing an exponential distribution which has the form Because your loss function will always be >= 0, you form a valid PDF (valid in that it integrates to 1, but your loss function might not make that practically true)


To complement what Octopuscabbage correctly reported, there exists a strong theoretical foundation for using normal probability distributions in many different contexts, which builds on the Central Limit Theorem (CLT) that explains how the "exponential" distribution can work well with problems involving other types of distributions. As a result, ...


Probability and statistics. Stochastic signal processing. Estimation and Detection theory (I highly recommend that you find a class that uses Harry VanTrees's book and that offers office hours, that you enroll, and study, and that you reserve lots of time in your schedule to take it -- if you can learn that stuff by reading the book you're somewhere in the ...


The Probabilistic Robotics written by Thuran and his colleagues was completely helpful for me. Also, you can follow one of their colleague videos on youtube for SLAM.

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