Random walks
Random walks
Probability: An introduction
Events and Probabilities
Discrete random variables
Multivariate discrete distributions
Probability generating functions
Distribution and density functions
Multivariate distributions
Moment generating functions
Main limit theorems
Branching processes
Random walks
Processes in continuous time
Markov chains
Convex optimisation
Introduction
Convex sets
Convex functions
Gaussian Processes
Why covariance functions?
Sparse Gaussian Processes
Variational Free Energy GPs
Sampling GP posteriors
Variational Inference Revisited
Miscellaneous
Numerical simulation of SDEs
VI for diffusion processes
Neural ODEs
Conjugate gradients
The Kalman filter and smoother
Natural cubic splines
Adaptive rejection sampling
Estimation by score matching
Interacting particle FPK
Random Fourier features
Stein variational gradient descent
Additive Gaussian Processes
Gumbel distribution
Global inducing points for BNNs
Annealed Importance Sampling
Interesting reading and websites
.md
.pdf
Miscellaneous
¶
This is a collection of miscellaneous files for which I haven’t found a home yet.
Variational Inference Revisited
Numerical simulation of SDEs
