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Welcome to 7870

Part 1. Linear Algebra

A Deeper look at Vectors
Linear Algebra in Python with Numpy
Eigenvectors, Unitary Matrices, and Matrix Decompositions
Linear Regression and Least Squares

Part 2. Probability

Intro to Probability
Using Random Numbers in Numpy
Conditional Probability and Bayes Rule
Bayesian Inference
Monte Carlo
Markov Chain Monte Carlo
Detailed Balance and the Metropolis-Hastings Algorithm

Part 3. Numerical Differential Equations

Intro to Numerical Integration
More on Numerical ODEs
From ODE to PDE
Optimization
Nonlinear Regression
Automatic Differentiation and JaX

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By Erik Thiede

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