Numerical linear algebra
Mononote
Preface
Numerical linear algebra
1
Matrix calculus
2
Schur complement
3
Woodbury identity
Probability
4
Entropies
5
Kullback-Leibler divergence
6
Exponential family
Bayesian inference
7
Bayesian modelling with exponential family
Random variable simulation
8
Pseudorandom number generation
Monte Carlo integration
9
Monte Carlo integration
10
Annealed Importance Sampling
11
Normaliser estimation using importance weights
Table of contents
Index
Bibliography
Numerical linear algebra
Published
September 24, 2025
Index
Matrix calculus
Schur complement
Woodbury identity
Bibliography
No references found.
Preface
1
Matrix calculus