Stochastic Process 3 -- Markov Process
This note explains markov process and its applications.
Stochastic Process 5 - Random Process in LTI System
Stochastic Process 5 - Random Process in LTI System
This note covers basic concept of random process in LTI system. Filters are discussed as an examples.
Probability 7 -- Likelyhood and Regression
Probability 7 -- Likelyhood and Regression
This note explains what is likelyhood and its connection with regression.
Quantitative Finance I -- Presentation on WorldQuant IQC 2023
Alpha Explanation
This slide contains three alphas which achieve good performance on WorldQuant IQC.
Optimization IV -On Dynamics of Accelerated Methods
Perspectives on Natural Gradient Descent
This slides contain results on connecting first-order descent methods with physics. By deriving a general form for gradient-based methods like vanilla descent, mirror descent, etc, it reveals potential connection to Einstein's theory.
Probability 6 -- Exponential Family Distribution
Probability 6 -- Exponential Family Distribution
Is there a general form that summaries as many distributions as possible? Maybe exponential family is what you want.
Probability 5 -- Selected Distributions
Probability 5 -- Selected Distributions
This paper aims at including some useful distributions. For example: Beta, Gamma, etc.
Probability 4 -- Law of Large Number and Central Limit Theorem
Probability 4 -- Law of Large Number and Central Limit Theorem
This paper mainly comes fromProbability and Statistical Inference, Second Edition, Robert Bartoszynski, Magdalena Niewiadomska-Bugaj
Probability 3 -- Inequality and Convergence
Probability 3 -- Inequality and Convergence
This paper mainly comes from Probability and Statistical Inference, Second Edition, Robert Bartoszynski, Magdalena Niewiadomska-Bugaj