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Undergraduate notes

Undergraduate notes

This page contains undergraduate classes I’ve taken and my notes as well as cheat-sheets I made for reviewing. Basically all of them are hand-written digital notes. I never enjoyed any reputation of good calligraphy. Be prepared when you read it. And if you are a professor who taught me those course and feel violated by me sharing it, please let me know. I will pull them down immediately when I receive your email.

Majority of the notes are taken using OneNote, which is a free cross-platform(Windows, macOS, iOS, Android, web) note taking software developed by Microsoft.

<!– - If you are outside China, you can access my notes by clicking the link [OneDrive] in each post.

  • If you are inside China, you can not access my notes by the link due to the internet restriction the government imposed on OneDrive. You can try following things,
    1. (RECOMMENDED) Find yourself a way to get over the restriction.
    2. Email me for the notes you are interested. Please specify who you are, what you are interested and your microsoft account in your email. I can give you access via email links. If I’m not replying, please email again.
    3. (NOT RECOMMENDED) Find me in person.

Those notes are accessible anytime anywhere on any devices, which means it can serve as a handbook for your study. I did find myself forgetting things I’ve learned quite often, but I never found Microsoft did. –> <!–

  • FOR Cheat-sheet

    Those are usually in pictures format with the source file being created by a cross-platform(Windows, iOS, Android) app Concepts. You can download the picture format to read or download the Concepts version to edit. Hope you find it helpful!

  • FOR READING NOTES

    I’ve been doing some reading since 2019. I plan to apply for a Special Topics class in Georgia Tech on some of those topics. –>

I basically tried all kinds of common softwares on all platforms during my undergraduate study about taking notes in class and reading math books. Eventually I find the best app is probably OneNote, which is also FAR from being flawless! And the best suggestion I give is to stay away from those useless tech. They look and feel fancy but not suitable for complicated reading and researching (although they are all great for taking notes in class).

Reading Notes

Concentration

  • Reference book: Concentration Inequalities, A Non-asymptotic Theory of Independence, S. Boucheron, etc.
  • My notes and my solutions to exercises in the book. (Updating…) OneNote

High-dimensional Probability

  • Reference book: High dimensional probability. An introduction with applications in Data Science, by Roman Vershynin
  • My notes and solutions to the book. My notes of this book are partially here MarginNote. I will share the rest of them when the software I use to create them support convenient exporting.

Random Matrix theory

  • Reference book: Topics in Random Matrix Theory, by Terence Tao
  • Not available because of software issues.

Non-Parametric Estimation

  • Reference book: Introduction to Non-parametric Estimation, by Alexandre Tsybakov
  • My notes are here MarginNote. The solution to the problem are not available because of software issues. And notes of the third chapter are partially here. scanned pdf

Percolation theory

  • Reference book: Noise sensitivity of Boolean functions and percolation, by Christophe Garban and Jeffrey E. Steif
  • My notes of the book are here MarginNote. I’ve made a dozen times of presentations to Michael Damron on this topic. Those are also not available in the moment because of software issue.

Statistics Class

Linear model

  • Lecturer: Vladimir Koltchinskii
  • Institute: Georgia Institute of Technology
  • Reference book: Coordinate-free Approach to Linear Models, M. Wichura
  • Grade: Audit, not available
  • Note Language: English

This was indeed a really good class, which set and firmed my current interest in statistics. I was lucky to have this class as my first class in statistics. OneNote

Machine learning

  • Lecturer: Deyu Meng
  • Institute: Xi’an Jiaotong University
  • Reference book: Lectured with His slides, but this is a good reference for the class. Machine Learning, ZH Zhou
  • Grade: 93/A/4.0
  • Cheatsheet Language: Chinese

I wasn’t taking any notes since he was using slides. The cheat-sheets and summary(he covered way more contents than what’s presented) are here,

Elementary classes in probability and statistics

Probability

  • Lecturer: Qihong Duan
  • Institute: Xi’an Jiaotong University
  • Reference book: 概率论, 苏淳/Probability theorem, Chun Su
  • Grade: 96/A/4.0
  • Note Language: Chinese

Solid probability class! OneNote

Mathematical statistics

  • Lecturer: Mayya Zhilova
  • Institute: Georgia Institute of Technology
  • Reference book: Introduction to Mathematical Statistics, R. Hogg
  • Grade: A/4.0
  • Note Language: English

Although the class had a reference book, the lecture notes were carefully organized and designed by Mayya! OneNote

Stochastic process

  • Lecturer: Lutz Warnke
  • Institute: Georgia Institute of Technology
  • Reference book: Introduction to Probability model, S. Ross
  • Grade: A/4.0
  • Note Language: English

This class is emphasized on basic idea and problem solving rather than measure theory. You can find a measure theory based one in my notes on stochastic calculus. OneNote

Data analysis and R

  • Lecturer: Chunxia Zhang, Hongying Zhang
  • Institute: Xi’an Jiaotong University
  • Reference book: A very aged and outdated one, I learned this class by her slides and google.
  • Grade: 97/A/4.0
  • Cheatsheet Language: Chinese

Review contents and summary are here pdf concepts. The concepts version contains different layers which can be used as a self-test.

Elements of financial statistics

  • Lecturer: Yongchang Hui
  • Institute: Xi’an Jiaotong University
  • Reference book:
  • Grade: 87/A-/3.7

The English translation on my transcript for this class was The Elements of Financial Econometrics, which was the name of one of the books we used rather than the name of the class. I used an older student’s notes, Yuji Lin who’s now a graduate student at Xi’an Jiaotong University, as my review contents. I appreciate his help and support not only for this particular help, but also on offering many important information for my career. I’m not able to offer meaningful help to you, sorry for that.

Elements of biostatistics

  • Lecturer: Limin Li
  • Institute: Xi’an Jiaotong University
  • Reference book: Fundamentals of Biostatistics, Bernard Rosner
  • Grade: 92/A/4.0
  • Cheat-sheet Language: Chinese

I made notes on my textbook, which won’t be available online due to copyright reasons. The class also covered more contents than represented here. pdf concept

Mathematics Classes

Stochastic calculus and brownian motion

  • Lecturer: Michael Damron
  • Institute: Georgia Institute of Technology
  • Reference book: GTM274-Brownian motion, Martingale and Stochastic Calculus, Le Gall
  • Grade: Audit, won’t be available
  • Note Language: English

Check out Michael’s website for his great notes! Math 7244 Mine expected to come soon.(in hand written form)

Functional analysis

  • Lecturer: Jiaqing Yang
  • Institute: Xi’an Jiaotong University
  • Reference book: Lecture notes
  • Grade: 79 (Failed once, passed the compensate without curving.)
  • Note Language: Chinese

OneNote

Solid class on linear functional analysis, but it just happened. A great lesson for “If You don’t care, you screw it up.”

Matrix analysis

  • Lecturer: Feng Li
  • Institute: Xi’an Jiaotong University
  • Reference book: 矩阵论, 戴华/Matrix Theory, Hua Dai, and Matrix analysis, A Horn
  • Grades: 93/A/4.0

Contents are extremely useful in advanced research topics in advanced class and research in statistics! OneNote

Optimization

  • Lecturer: Hui Li
  • Institute: Xi’an Jiaotong University
  • Reference book: Lecture slides
  • Grade 89/A-/3.7

Just 1 score distance to an A. I didn’t take any notes on this class since he’s using very well organized slides. The lecturer introduced way more content than presented in the review, with a lot of which are absolutely graduate level even cutting edge level. The review content are organized according to the requirements of the closed book final. pdf concept

Real analysis

  • Lecturer: Lizhou Wang
  • Institute: Xi’an Jiaotong University
  • Reference book: Lecture notes
  • Grade: 96/A/4.0
  • Note Language: Chinese

This real analysis class was too elementary since it didn’t cover $L^p$ space and many other important topics.OneNote

Complex analysis

  • Lecturer: Hongbin Chen
  • Institute: Xi’an Jiaotong University
  • Reference book: Complex Analysis, E. Stein
  • Grade: 91/A/4.0
  • Note Language: Chinese

The note is missing many important parts because I bought the book and switched to taking notes on the book for some while.OneNote

Mathematical analysis

  • Lecturer: Tian Li
  • Institute: Xi’an Jiaotong University
  • Reference book: Lecture notes
  • Grade:
    1. 90/A
    2. 90/A
    3. 93/A
  • Note Language: Chinese

Simply the best class I’ve ever taken in Xi’an Jiaotong University! My poor hand writing does not match up with it. OneNote

Advanced algebra

  • Lecturer: Wei Wang
  • Institute: Xi’an Jiaotong University
  • Reference book: Lecture notes
  • Grade:
    1. 80/B/3.0
    2. 79/B/3.0
  • Note Language: Chinese

Solid class but notorious for its hard exams among the class of 2021, particularly the second term. Professor Wang did put a lot of efforts into it and it was an indeed solid class! I definitely could have done better. OneNote

ODE

  • Lecturer: Zhandong Mei
  • Institute: Xi’an Jiaotong University
  • Reference book: A very bad one
  • Grade: 79/B

I got a 79(B) for the final grade because of my absence. I found the lecture completely a waste of time since the lecturer is just reading the textbook, and what make it even worse was that he seems to read it for the first time.

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