Chinese translated lecture notes for MATH 6366 @ UH
[Chinese] 私译课堂笔记 MATH 6366: 优化论 (Optimization Theory),主要参考教程为Boyd的《Convex optimization》
Stochastic optimization I: from Monte-Carlo methods to Gibbs sampling
Here are special notes on Feb. 15, 2019. This is the first topic about stochastic optimization. In this topic, we will discuss the introductory theory about Monte-Carlo methods, Metropolis-Hastings algorithm and Gibbs sampling.