Welcome!

Probability

• Basic Probability
• Measure Theory
• Brownian Motion
• Stochastic Calculus

Theoretical Statistics

• Basic Statistics
• Decision Theory
• Maximum Likelihood
• Concentration Inequalities
• Results in High Dimensions
• Classification
• Multiple Hypothesis Testing

Applied Statistics

• Ordinary Least Squares
• Regularized Least Squares
• The Bootstrap
• Generalized Linear Models

Linear Algebra

• Vector Spaces
• Eigenvalues and Eigenvectors
• Singular Values
• Matrix Factorizations

Computational Mathematics

• Floating Point
• Computing Matrix Factorizations
• The Condition Number

Miscellaneous Notes From Undergrad

• Probability
• Analytic Number Theory
• CMUSRP
• Honors Math A
• Honors Math B