Notes and Books

Probability

Undergrad. Material:

• Intro. to probability model
• Course Notes

Advanced Probability:

1. Course Notes
   
2. Handwritten lecture notes:
   • basic measure theory
   • random variables1&2
   • convergence
   • measure and integration
   • expection
     
     

Measure Theory and Integration

Measure theory

• Lecture1
• Lecture2
• Lecture3
• Lecture4
• Lecture5
• Lecture6
• Lecture7

Integration theory

• Lecture8
• Lecture9

Bandit and Reinforcement Learning Theory

• Bnadit Algorithms
• Reinforcement Learning: Theory and Algorithms
• Foundations of Reinforcement Learning and Interactive Decision Making