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High Dimensional Probability

Published:

High-Dimensional Probability (2018) - Vershynin 是一本介绍高维变量 concentration inequalities 的书,从 random variable, random vector, random matrix 到 random process,涵盖的内容很广。感激滕佳烨老师的视频

OM

RO

book

statistics

Inverse Probability Weighting and Importance Sampling

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Inverse Probability Weighting (IPW) 是因果推断里解决 randomness is violated 问题的 reweighting 方法;Importance Sampling (IS) 是统计计算里的 reweighting 方法。Philip 老师在课堂上说二者是同一个方法在不同的领域命名;我想在这里记录一下我的理解。

基础课

经验谈

Latex Notation

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避免被老师卷 To avoid being criticized by professor