Sampling, sampling, and sampling!
Sampling methods, from rejection sampling to Markov Chain Monte Carlo.
Note
A Twenty-Month Retrospective: Lessons and Reflections
A personal reflection on the (first) research project that I’ve worked on over the past 20 months, focusing on what I learned, where I struggled, and how my thinking evolved along the way.
Perron-Frobenius Theorem and the Stationary Distribution for Markov Chains
Proof of the uniqueness of stationary distribution for finite irreducible Markov chains, using Perron-Frobenius Theorem
Understanding Diffusion Models
From differential equation to diffusion models
Lecture Notes (Pieces)
Lecture notes (pieces) collected from everywhere.
Random Thoughts & Ideas
碎碎念