notes

in progress – moving my math notes slowly.

some expository papers and math notes that i’ve written:

• an expository paper on bayesian learning with stochastic gradient langevin dynamics, introduced in 2011 by welling and teh
  • i really love the connection between the hamiltonian monte carlo setup and stochastic differential equations! most of this is for personal ease of reference. less focus on the second half of the paper, which focuses on experiments and some analysis on the nature of the posterior sampling. also wrote this under time crunch, so not as much detail on langevin equation as i’d like.
  • original paper

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