Classes

List of classes attended (including notes)

2022 Winter

STAT 902 - Theory of Probability 2

  • Instructor: Dr. Yi shen

  • Textbook: Daniel Revuz, Marc Yor, Continuous martingales and Brownian motion

STAT 908 - Statistical Inference

STAT 946 - Topics in Statistics: High dim in Statistics

2021 Fall (all courses in UWaterloo starting this semester)

STAT 831: Generalized Linear Models and Applications

STAT 841: Statistical Learning-Classification

  • Instructor: Dr. Ali Ghodsi

  • Textbook: Hastie, Tibshirani, Friedman, Elements of Statistical Learning

2021 Summer

Theoretical Deep Learning

  • Instructor: Dr. Lei Wu, Princeton University

MFG: numerical methods and applications in machine learning

  • Instructor: Dr. Mathieu Lauriere, Princeton University

Online Open Probability School (Some mini-courses)

A PDE approach to mean-field disordered systems

  • Instructor: Jean-Christophe Mourrat (NYU)

  • Lecture note: See here

2021 Spring

MATH 580: Ergodic Theory 

  • Instructor: Christopher Hoffman (University of Washington), Anthony Quas (University of Victoria)

  • Textbook: Ergodic Theory by Karl Petersen

Ising model on random planar map and related topics (Tsinghua University)

  • Instructor: Dr. Linxiao Chen (ETH Zurich)

  • Textbook: TBD

MATH 663: Topics in Applied Mathematics I, Stochastic Differential Equations

  • Instructor: Dr. Yaozhong Hu (UAlberta)

  • Textbook: TBD

2020 Fall

STAT 560: Bayesian statistics, Online.

MATH 663: Optimal Transport +Economics (University of Alberta), Online.

ECE 503: Optimization for Machine Learning

Conformal Invariance of 2D Lattice Models (Tsinghua University), Online. 

2020 Summer

MATH 610 E: Online Open Probability School (UBC)

2020 Spring

MATH 550: Advanced Partial Differential Equations 

  • Instructor: Dr. Yu-ting Chen

  • Textbook: Partial Differential Equations: Second Edition by Lawrence C. Evans, Analysis by Elliott H. Lieb, Michael Loss.

CSC 503: Data Mining 

Classical Fourier Analysis(UCLA, by Prof. Tao), Online

2019 Fall

MATH 585: Seminar

  • Instructor: Dr. Ryan Budney

MATH 530: Real Analysis 

  • Instructor: Dr. Chris Bose

  • Textbook: Real Analysis: Modern Techniques and Their Applications by Gerald B. Folland

MATH 452: Stochastic Processes

  • Instructor: Dr. Gourab Ray 

  • Textbook: Introduction to Probability Models (12th Edition) by Sheldon Ross

Undergraduate

Lecture note about Bernoulli convolution by Prof. Weixiao Shen at Fudan University (See here)

bernoulli-note.pdf212 KB