Probability for Machine Learning [D]

I'm a recent engineering graduate who's switching roles from traditional software engineering ones to ML/AI focused ones. I've gone through an introductory probability course in my undergrad, but the recent developments such as diffusion models, or even some relatively older ones like VAEs or GANs require an advanced understanding of probability theory. I'm finding the math/concepts related to probability hard to follow when I read up on these models. Any suggestions on how to bridge the knowledge gap?

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