# Random walks
This is an archive of explorations, in the convex hull of Inference, Probability, Optimisation and Physics. I am putting this together to keep track of the things I study.
# About
My name is Stratis. I am a second-year PhD student at the Computational and Biological Learning Lab (CBL) at the University of Cambridge. I am supervised by [Carl Rasmussen](http://mlg.eng.cam.ac.uk/carl/) and advised by [Richard Turner](http://cbl.eng.cam.ac.uk/Public/Turner/WebHome). I have broad interests in probabilistic machine learning, see [Google Scholar](https://scholar.google.com/citations?user=1tm1wcgAAAAJ&hl=el&oi=ao) for my recent work.
## New on Random Walks
[02/02/2023] Notes and demo on [Annealed Importance Sampling](./misc/ais/ais).
[04/04/2022] Notes and demo on [The Variational Gaussian Approximation Revisited](./gp/vfer/vfer).
[15/02/2022] Notes and demo on [Global Inducing Point VI for BNNs](./misc/gip/gip).
[03/09/2021] Notes on the [Gumbel distribution](./misc/gumbel/gumbel).
[01/09/2021] My [first year report](https://www.overleaf.com/read/wwcwwjgbfdnz) for the PhD at Cambridge.
[07/08/2021] [Convex Optimisation notes](./cvx/intro) on first three chapters of Boyd and Vandenberghe.
[09/06/2021] Notes and demo on [Efficient Sampling from GP posteriors](./gp/sparse/gp-sampling).
[05/05/2021] Notes and demo on [Variational Sparse Gaussian Processes](./gp/sparse/vfe).
[30/04/2021] Notes and demo on [Additive Gaussian Processes](./misc/addgp/addgp).
[19/04/2021] Notes and demo on [Stein Variational Gradient Descent](./misc/svgd/svgd).
[02/04/2021] Notes and demo on [Random Fourier Features](./misc/rff/rff).
[20/03/2021] Notes and demo on [Interacting particle solutions of FPK equations through GLD estimation](./misc/interacting/interacting).
[10/03/2021] Short notes on the paper: [Estimation of non-normalized statistical models by score matching](./misc/score-matching/score-matching).
[13/02/2021] Notes and a demo for the paper: [Gaussian process approximations of stochastic differential equations](./misc/sde-as-gp/sde-as-gp).
[01/02/2021] Additional material on [Conjugate Gradients](./misc/optimisation/conjugate-gradients).
[21/01/2021] Notes and demo on [Natural Cubic Splinces](./misc/ncs/ncs).
[14/01/2021] Notes and demo on [Adaptive Rejection Sampling](./misc/ars/ars).
[12/10/2020] Short notes on [Conjugate Gradients](./misc/optimisation/conjugate-gradients)
[10/09/2020] Short notes on the last three chapters of Grimmett and Welsh, *An Introduction to Probability*.
[06/09/2020] Short notes on the first nine chapters (out of 12) of Grimmett and Welsh, *An Introduction to Probability*.
[25/07/2020] A reproduction of the paper: [Higham, *An algorithmic Introduction to Numerical Simulation of SDEs*](./misc/sde/num-sde).