The Delta Method
Introduction to the convergence of random variables, the delta method that shows convergence of random variables dervied from smooth functions of known random variables, and the stochastic small o and big O notations.
Blog
Notes and thoughts on my research (machine learning, high-dimensional probability, optimization, AI for biology, etc.)
SAGA: Algorithm and Convergence Proof Roadmap
Proof roadmap of theorectial analysis of SAGA, a stochastic first-order optimization method for solving composite objectives
Proof Roadmap of Convergence Analysis of Prox-SVRG
Proof roadmap of theorectial analysis of Prox-SVRG, a stochastic first-order optimization method for solving composite objectives
Four Pillars of My Research Routine
The reasons that why I started writing blog