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

  • when i first read this paper, i was really pleased by the connections between optimization and sampling. these notes are for quick summary/reference only. less focused on the second half of the paper, and not as much detail on langevin equation as i’d like.
  • original paper

• the kolmogorov and levy constructions of brownian motion

  • part of an effort to move notes on stochastic processes notes into TeX, as there aren’t many reference texts that suit my purposes out there

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