Learner's Notes

This page comprises several notes that I have written based on the steps I followed to learn various topics. I try to provide a bottom up understanding of the topic without assuming much prior knowledge. I cite several references and provide links to them. I also provide the code repository I used to generate various visuals and examples within the notes. I hope you find these useful.

Topics

MCMC Measure Theory

Markov Chain Monte Carlo (MCMC)

  • Hamiltonian Monte Carlo
    Code Repository
    This note offers an intuitive, student-driven exploration of Hamiltonian Monte Carlo (HMC), focusing on its theoretical foundations and practical implementation within the broader framework of MCMC methods. It aims to demystify key concepts with visual aids and accessible explanations for learners with a background in probability and stochastic processes.

Measure Theory

COMING SOON!