Numerics
Mononote
Preface
Analysis
1
Convexity
2
Measurability
3
Measures
4
Integration
Probability
5
Joint distributions
6
Independence
7
Kernels
8
Conditioning
9
Densities
10
Inequalities
11
Exponential family
12
Entropies
13
Discrepancies
Stochastics
14
Convergence
15
Martingales
Inference
16
Distribution estimation and bootstrap
17
Parameter estimation
Laplacian modelling
18
Exponential family models
Sampling
19
Sequential Importance Sampling
Numerics
20
Numerical linear algebra
21
Statistical numerics
22
Algorithmic differentiation
23
Numerical Lebesgue integration
Table of contents
Index
Bibliography
Numerics
Published
January 26, 2026
Index
Numerical linear algebra
Statistical numerics
Algorithmic differentiation
Numerical Lebesgue integration
Bibliography
Matrix Algebra: Theory, Computations and Applications in Statistics
(2024). Gentle, James E..
Link
A Mnemonic for Schur Complements
(2022). Power, Sam.
Link
19
Sequential Importance Sampling
20
Numerical linear algebra