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Many real-world data like sound samples or images come from complex and high-dimensional distributions. In this chapter, you’ll learn how to define complex probability distributions that can be used to model real-world data. In the last two chapters, you learned to set up models that work with easy-to-handle distributions. You worked with linear regression models with a Gaussian conditional probability distribution (CPD) or a Poisson model with its distribution as a CPD. (Maybe you find yourself in the figure at the top of this chapter, where the ranger stands in a protected area with some domestic animals, but the animals out in the world are more wilder than the ones you’ve worked with up to now.) You also learned enough about different kinds of domestic probabilistic models to join us and journey into the wild to state-of-the-art models that handle complex CPDs.