https://HaitongLan.github.io/post/ Recent content in Posts on Haitong Lan Hugo en Haitong's blog Sun, 13 Sep 2026 00:00:00 +0800 https://HaitongLan.github.io/p/convex-optimization/ Sun, 13 Sep 2026 00:00:00 +0800 https://HaitongLan.github.io/p/convex-optimization/ This notebook will record my study of convex optimization during graduate school. I will add definitions, proofs, worked examples, and questions as I work through the subject. Study log September 13, 2026 — Notebook created. Study entries will follow. Notes To be added as my study progresses. Questions I will collect questions and points to revisit here. References Reading materials will be listed here as I use them. https://HaitongLan.github.io/p/optimal-transport/ Sun, 13 Sep 2026 00:00:00 +0800 https://HaitongLan.github.io/p/optimal-transport/ This notebook will record my study of optimal transport during graduate school. I will add definitions, derivations, examples, and questions as I work through the subject. Study log September 13, 2026 — Notebook created. Study entries will follow. Notes To be added as my study progresses. Questions I will collect questions and points to revisit here. References Reading materials will be listed here as I use them. https://HaitongLan.github.io/p/noteot-opt-workshop/ Mon, 01 Jun 2026 12:38:05 +0800 https://HaitongLan.github.io/p/noteot-opt-workshop/ 推荐一个很好的Workshop：OT+OPT Workshop,后续应该会有回放发布在网络上，会议总体围绕着Optmal Transport和O https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E7%8E%B0%E4%BB%A3%E6%95%B0%E5%AD%97%E4%BF%A1%E5%8F%B7%E5%A4%84%E7%90%86%E9%80%89%E5%AD%A6/ Mon, 28 Apr 2025 15:48:05 +0800 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E7%8E%B0%E4%BB%A3%E6%95%B0%E5%AD%97%E4%BF%A1%E5%8F%B7%E5%A4%84%E7%90%86%E9%80%89%E5%AD%A6/ 课程介绍 张灏老师是本人听过讲课讲的最好的老师，上课不会带任何书本或讲稿，每节课都在像讲故事一样讲数学，从张灏老师的课程中能感受到浓浓的工程师 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E9%9A%8F%E6%9C%BA%E5%88%86%E6%9E%90/ Fri, 14 Mar 2025 19:24:05 +0800 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E9%9A%8F%E6%9C%BA%E5%88%86%E6%9E%90/ 课程介绍 台湾交通大学吴庆堂老师随机分析，课程视频：金融随机分析. 参考网站：國立交通大學開放式課程 (NCTU OCW). 参考资料：北京大学数学科学学院金融数学系 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E8%AF%BE%E9%A2%98%E7%BB%84%E8%AE%A8%E8%AE%BA%E7%8F%AD/ Mon, 10 Mar 2025 19:24:05 +0800 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E8%AF%BE%E9%A2%98%E7%BB%84%E8%AE%A8%E8%AE%BA%E7%8F%AD/ 高等概率论 王拓学长分享的高等概率论，讲义和视频见讨论班网页 Seminar Information 在开始之前，先提出一些启发性的问题，概率论中的 Event,Probability,random variable,distribution of r.v.,independ https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E4%BF%A1%E6%81%AF%E8%AE%BA/ Tue, 18 Feb 2025 00:21:05 +0800 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E4%BF%A1%E6%81%AF%E8%AE%BA/ 课程介绍 信息论（2019年春）台湾交通大学陈伯宁，哔哩哔哩视频：信息论（2019年春）台湾交通大学陈伯宁,参考网站：消息理論,参考书籍：An https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E7%BB%9F%E8%AE%A1%E5%AD%A6%E5%9F%BA%E7%A1%80/ Sun, 26 Jan 2025 00:21:05 +0800 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E7%BB%9F%E8%AE%A1%E5%AD%A6%E5%9F%BA%E7%A1%80/ 介绍 这篇笔记用以记录统计学中的经典Topic，包含数理统计、贝叶斯统计、高维统计、随机过程、机器学习等等，持续更新，个人觉得将这些东西放在一 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E9%AB%98%E7%AD%89%E4%BB%A3%E6%95%B0/ Sun, 26 Jan 2025 00:21:05 +0800 https://HaitongLan.github.io/p/%E5%AD%A6%E4%B9%A0%E7%AC%94%E8%AE%B0%E9%AB%98%E7%AD%89%E4%BB%A3%E6%95%B0/ 课程介绍 谢启鸿老师高等代数学，参考网站：谢启鸿高等代数官方博客,b站课程：数学专业 高等代数学-复旦大学-谢启鸿-高清。 第一章 行列式 可以由递归 https://HaitongLan.github.io/p/course-notes/ Sat, 11 Jan 2025 00:21:05 +0800 https://HaitongLan.github.io/p/course-notes/ Course notes 这篇blog用于记录和整理北京邮电大学&QMUL合办专业——电信工程及管理(Telecommunications engineering and manage https://HaitongLan.github.io/p/sampling-and-diffusion/ Mon, 02 Dec 2024 16:50:00 +0800 https://HaitongLan.github.io/p/sampling-and-diffusion/ This page collects my group meeting slides and reading materials on sampling and diffusion models from August to December 2024. Score-based generative modeling: SMLD and SDE August 2024 · Group meeting presentation A reading presentation on Yang Song’s Generative Modeling by Estimating Gradients of the Data Distribution and Score-Based Generative Modeling through Stochastic Differential Equations, covering score-based generative models and their SDE formulation. Slides: SMLD and SDE (PDF) Score-based variational inference for inverse problems September 2024 · Group meeting presentation https://HaitongLan.github.io/p/undergraduate-coursework-and-modeling/ Sat, 17 Aug 2024 00:21:05 +0800 https://HaitongLan.github.io/p/undergraduate-coursework-and-modeling/ 本科阶段的课程论文、海报及数学建模比赛材料，按课程与比赛分类整理。 课程论文与海报 数值计算：非均匀节点有限差分方法 大二上学期“计算方法”课程的 https://HaitongLan.github.io/p/bayesian-signal-processing/ Wed, 14 Aug 2024 20:00:00 +0800 https://HaitongLan.github.io/p/bayesian-signal-processing/ Bayesian signal processing 该博客为张颢老师所讲的现代信号处理的贝叶斯信号处理部分的课程个人学习笔记,涵盖贝叶斯公式的含义,贝叶斯学派与频率学派的关系,贝叶斯统计