Probability
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
Probability
Published
September 24, 2025
Index
Entropies
Kullback-Leibler divergence
Exponential family
Bibliography
Visual Information Theory
(2015). Chris Olah.
Link
Notes on Kullback-Leibler Divergence and Likelihood
(2014). Jonathon Shlens.
Link
3
Woodbury identity
4
Entropies