markov_processes

Bayesian posterior inference via optimisation Conditioning by gradient 2020-08-17 – 2023-04-28

Transforms of Gaussian noise Delta method, error propagation, unscented transform, Taylor expansion… 2014-11-25 – 2022-12-23

Langevin dynamcs MCMC 2020-08-17 – 2022-10-01

Ergodicity and mixing Things that probably happen eventually on average 2011-10-17 – 2022-02-13

Transforms of random variates 2020-06-04 – 2021-05-14

Log concave distributions associated tools 2017-08-28 – 2021-03-11

Chaos expansions Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc 2020-05-21 – 2021-02-15

Observability and sensitivity in learning dynamical systems Parameter identifiability in dynamical models 2020-11-09

Tuning an MCMC sampler 2020-04-30 – 2020-04-30

Infinitesimal generators Generators of the transition semi-group, connection to Kolmogorov forward equations 2017-05-29 – 2020-02-05