Quantum physics through the lens of Bayesian statistics considers probability to be a degree of belief and subjective. A Bayesian derivation of the probability density function in phase space is presented. Then, a Kullback-Liebler divergence in phase space is introduced to define interference and entanglement. Comparisons between each of these two quantities and the entropy are made. A brief presentation of entanglement in phase space to the spin degree of freedom and an extension to mixed states completes the work.
Keywords: Bayesian statistics; Kullback–Liebler divergence; entanglement; entropy; interference.