Mathematics

This super category contains three sub categories such as Differential Geometry, Optimization, and Stochastic Calculus. As fast as I can, I will add a sub category about Control theory and some other engineering or economic issue.

Most of articles are written in English, however, some articles are written with Korean.

The belowed lists are all articles included in this super catergory, but I think it is easy for you to read the classified articles in the sub categories, which are seen in the side-bar of the page.

• Natural Policy Gradient and Fisher Information Matrix 25 Sep 2022

• Convergence analysis for Stochastic Gradient Descent 10 Nov 2019

• Manifold Denosing 14 Sep 2019

• Gradient and Divergence on a Riemannian Manifold 21 Jul 2019

• Solution of Fokker Plank Equation 30 Jun 2019

• Weak solution of Stochastic Differential Equation 28 Jan 2019

• Existence and Uniqueness of Stochastic Differential Equation 26 Jan 2019

• [Lecture Note 10] Quasi Newton 10 Dec 2018

• [Lecture Note 9] Conjugate Method 10 Dec 2018

• DiscreteGronwall Inequality 26 Nov 2018

• Important Assumption and Lemma for Stochastic Analysis 25 Nov 2018

• Maximization by Quadratic Hill-Climbing 10 Oct 2018

• A Study of Stochastic Gradient (English/Korean) 05 Oct 2018

• Fermi-Dirac Statistics (written with Korean) 05 Oct 2018

• [Lecture Note 8] Newton's Method 19 Aug 2018

• [Lecture Note 7] One Dimensional Optimization 19 Aug 2018

• Ito Formula - Solution of Basic SDE 11 Aug 2018

• Wiener Process Properties 01 Aug 2018

• Kullback-Leibler Divergence 01 Aug 2018

• [Lecture Note 6] Gradient Method 01 Aug 2018

• [Lecture Note 5] The First, Second Order Necessity Condition 29 Jul 2018

• [Lecture Note 4] Unconstrained Optimization 29 Jul 2018

• [Lecture Note 3] Foundation of Nonlinear Optimization-3 28 Jul 2018

• [Lecture Note 2] Foundation of Nonlinear Optimization-2 26 Jul 2018

• Fundamental Formulas for Stochastic Calculus 25 Jul 2018

• [Lecture Note 1] Foundation of Nonlinear Optimization-1 25 Jul 2018

• Riemannian Geometry (Very Essential) 05 Jul 2018

• Differential Geometry [1] 04 Jul 2018

• Differential Forms Essential 04 Jul 2018