Explores convex optimization, convex functions, and their properties, including strict convexity and strong convexity, as well as different types of convex functions like linear affine functions and norms.
Discusses Stochastic Gradient Descent and its application in non-convex optimization, focusing on convergence rates and challenges in machine learning.
Explores explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems, covering optimization, sampling, and numerical experiments.