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 Monte Carlo Importance Sampling State-Space Model Kalman filter Volatility under SSM Variational auto-encoder Conditional VAE PCA PCA Intro PCA on yield curve