Tong Xiao Blogs# This is where I post some blogs about technical stuff that I find interesting or useful. Table of Contents# Brainteasers Expected rolls to get n consecutive Heads Joint Normality Sum of Dice Two Normal Comparison Two Uniform Comparison Conditional Expectation Best Travel Strategy Poker Hopping Rabbit Problem This is to show how to reference stuff Correlation of max and min Monte Carlo Importance Sampling Log-Sum-Exp Trick Volatility under SSM Variational auto-encoder Conditional VAE Importance Weighted AutoEncoder Hidden Markov Models HMM Intro HMM with Example Kalman Filter Higher-dim Kalman filter Marginal Likelihood Computation Max Likelihood Estimator PCA PCA Intro PCA on yield curve Options Greeks Simulating Black-Scholes with Monte Carlo Breenden-Litzenberg Queries Queries
