Abstract: There are many situations in which it is desired to predict outcomes of events. In an example, an event prediction system is described which receives variables for a proposed event. The system accesses learnt statistics describing belief about weights associated with the variables and uses the weights to determine probability information that the proposed event will have a specified outcome. The process involves combining the accessed statistics and mapping them into a number representing the probability. In another example, a machine learning process using assumed density filtering is used to learn the statistics from data about observed events. The event prediction system may be used as part of any suitable type of system such as an internet advertising system, an email filtering system, or a fraud detection system.