There and Back Again: A Tale of Slopes and Expectations

Marc Deisenroth and Cheng Soon Ong

07 December 2020, NeurIPS 2020 tutorial NeurIPS link

An introduction to integration and differentiation

Draft notes covering the same topics as the videos below will be available on arxiv soon.

Video on slideslive

One single playlist

1. Overview video
2. Introduction to Integration video slides
3. Numerical Integration video slides
4. Monte Carlo Integration video slides
5. Normalizing Flows video slides
6. Inference in Time Series video slides
7. Backpropagation and Automatic Differentiation video slides
8. Forward Backward Algorithm video slides
9. Implicit Function Theorem video slides
10. Method of Adjoints video slides
11. Method of Lagrange video slides
12. Stochastic Gradient Estimators video slides