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iid is an acronym for independent and identically distributed. Many statistical methods assume that the data are iid; that is, that each observation comes from the same distribution and is independent of other observations.

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Statistical learning when observations are not iid

There is nothing in the theory of statistical learning or machine learning that requires samples to be i.i.d. When samples are i.i.d, you can write the joint probability of the samples given some mode …
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