Seminar Information
Seminar for Sampling (2025 Spring)
Title: Mathematical Foundations of Sampling Theory
Time: 3:10 pm, Monday, every two weeks.
Speaker: Tuo Wang (AMSS)
Notes: Mathematical Foundations of Sampling Theory.pdf
Update: 2025/03/08
Contact Information
Email: wangtuo1020@outlook.com
Reference
[1] Jean-François Le Gall. Brownian Motion, Martingales, and Stochastic Calculus, volume 274 of Graduate Texts in Mathematics. Springer, Cham, 2nd edition, 2016.
[2] Sinho Chewi. Log-Concave Sampling. Unfinished Draft. https://chewisinho.github.io/main.pdf
[3] Santambrogio, Filippo. Optimal transport for applied mathematicians. Birkäuser, NY 55.58-63 (2015): 94.
[4] Thorpe, Matthew. Introduction to optimal transport. Notes of Course at University of Cambridge (2018).
[5] Durrett, Rick. Probability: theory and examples. Vol. 49. Cambridge University Press, 2019.
Part I: Stochastic Differential Equations
| Time | Topic | Video | Notes |
|---|---|---|---|
| 2025/03/10 | Review of Advanced Probability Theory (I) | Seminar 1 | Note 1 |
| 2025/03/24 | Review of Advanced Probability Theory (II) | ||
| 2025/04/07 | Gaussian Processes and Brownian Motion | ||