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High-Dimensional Probability

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- High-Dimensional Probability
  High-Dimensional Probability
  - Lecture 1
- Theory of Computation
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- Advanced Data Structure and Algorithm
  Advanced Data Structure and Algorithm
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  - Chapter 12-19
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    Numerical Analysis
    
    Mathematical Preliminaries
    
    Solve Equations (1 Variable)
    
    Interpolation & Poly. Approx.
    
    Numerical Diffs & Integs
    
    IVP for ODE
    
    Solve Linear Systems (Directly)
    
    Solve Linear Systems (Iteratively)
    
    Approximation Theory
    
    Approximating Eigenvalues
  - Numerical Algebra
    
    Numerical Algebra
    
    Direct Methods for Linear Systems
    
    Sensitivity & Round-off Error Analysis
    
    Solve Least Square Problems
    
    Classic Iterative Methods for Linear Systems
    
    Conjugate Gradient Method
    
    Solve Asymmetric Eigenvalue Problems
    
    Solve Symmetric Eigenvalue Problems
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    Existence of Solution
    
    ODE System
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    PDE
    
    Introduction
    
    4 Linear PDEs
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    SDE
    
    Introduction & Probability
    
    Brownian Motion & "White Noise"
    
    Stochastic Integrals
    
    SDE
    
    Applications
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  Analysis
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    Funcs of Real Vars
    
    Basics of Set Theory
    
    Lebesgue Measure
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- Diffusion Models
  Diffusion Models
- ICLR2024
  ICLR2024
  - Singularity of Diffusion
  - Particle Filter + Diffusion
- ICCV2023
  ICCV2023
- Neural Network Basics
  Neural Network Basics
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High-Dimensional Probability

Note taken on PKU High-Dimensional Probability, 2024 Fall, Link

Lecture 1, introduction
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