YouTube videos¶
I also recorded some lecture videos in Thai (and some were in English). Check out my YouTube channel, Jitkomut Songsiri. More videos will be added when new contents are available.
Mathematics, Probability and Statistics¶
- Elementary linear algebra (14 hours)
- Linear transformation (5 hours)
- Eigenvalues and applications (6 hours)
- Complex analysis (12.5 hours)
- Multivariate random variables in engineering applications (16 hours)
- Miscellaneous math background for estimation and optimization (4.5 hours)
Estimation and modeling¶
- Statistical estimation (3 hours)
- Linear least-squares (statistical and optimization points of views) (6.5 hours)
- System identification: parametric approach (27 hours)
- Regression and regularization in statistical learning (11 hours)
- Introduction to classification methods (6 hours)
Optimization¶
- Basic optimization concepts for engineering (10 hours)
- Optimization in engineering and machine learning (31 hours)
- Linear programming (3.5 hours)
- Quadratic programming (2 hours)
- Duality theory (4 hours)
- Optimization applications : included topics are problems in power systems, portfolio optimization, L1-Linf approximation, linear classifier (SVM), sparse recovery, regularization (and more to be added)