Notes for students, half-baked write-ups for myself, and probably other random maths/stats/ML texts. Certainly full of typos, comments welcome!
Notes indexed by categories.
Denoising Diffusion Probabilistic Models
Information Theory
Monte-Carlo methods
Probability Misc
- Auxiliary variable trick
- Sanov’s Theorem
- Wasserstein Gradients & Langevin Diffusions
- Poisson Equation & Asymptotic Variance
- Averaging and Homogenization
- Joe Doob & Change of measures on path space
- Girsanov and importance sampling
- Doob, Girsanov and Bellman
- Basic Conformal Inference
- Jarzynski and Crooks
- Self-Avoiding-Walks
- Sparse Gaussian Processes