approximation

Smooth transforms of Gaussian noise Delta method, error propagation, unscented transform, Taylor expansion, in finite and inifinite dimensional spaces 2014-11-25 – 2022-05-12
SLAM Simultaneous Location and Mapping 2014-11-25 – 2022-04-28
Variational inference On fitting something not too far from a pretty good model that is not too hard 2016-03-22 – 2022-02-10
Reparameterization tricks in inference Pathwise gradient estimation, nNormalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-12-21
Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2021-05-17
Probability divergences Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses 2014-11-25 – 2021-05-12
ELBO Evidence lower bound, variational free energy etc 2020-10-02 – 2020-10-28
Statistical learning theory Eventually including structural risk minimisation, risk bounds, hopefully-uniform convergence rates, VC-dimension, generalisation-and-stability framings etc 2016-07-06 – 2016-08-16