Notes and tutorials loosely organized by topic.

machine Learning

A brief mathematical introduction to GAN’s

The Transformer model in equations

Information theory: an alternative introduction with applications to concentration of measure

Conditional Random Fields as a generalization of logistic regression

Kernels and Mercer’s Theorem

Some notes on Hilbert-Schmidt operators


The fast Johnson-Lindenstrauss transform

The coin flip martingale

Probability densities from a measure-theoretic perspective

Change of measure

other computer science

Estimating the Shannon capacity of a graph

Thoughts on proof assistants with companion Lean code


Three perspectives on the Black-Scholes formula:

Heuristics for manipulating stochastic differential equations

Negative probabilities in the binomial option pricing model

old notes from college

Some linguistic observations

Quotient sigma-algebras

Climbing a tower of abstractions