Numerics
Mononote
Preface
Analysis
1
Measurability
2
Measures
3
Integration
Probability
4
Joint distributions
5
Independence
6
Kernels
7
Conditioning
8
Densities
9
Convergence
10
Inequalities
11
Exponential family
12
Entropies
13
Discrepancies
Stochastics
14
Feynman-Kac Flows
Inference
15
Distribution estimation and bootstrap
Laplacian modelling
16
Exponential family models
Sampling
17
Computational Lebesgue integration
18
Sequential Importance Sampling
Numerics
19
Matrix calculus
20
Matrix decompositions
21
Matrix inversion
Table of contents
Index
Bibliography
Numerics
Published
December 9, 2025
Index
Matrix calculus
Matrix decompositions
Matrix inversion
Bibliography
Matrix Algebra: Theory, Computations and Applications in Statistics
(2024). Gentle, James E..
Link
A Mnemonic for Schur Complements
(2022). Power, Sam.
Link
18
Sequential Importance Sampling
19
Matrix calculus