**General statistics**

- Random variables as vectors
- Covariance matrix, its determinant, Mahalanobis distance
- Sample statistics: moments, order statistics, extreme value theory
- Important distributions: normal (inflection pt, rot. invar., Gaussian process, etc.), nomial
- Important distributions: poisson (derivation, indep to memoryless), geometric, exponential, gamma
- Important distributions: beta, Dirichlet
- Important distributions: t
- Distribution of means with non-vanishing variance: intuition for the Cauchy distribution
- Insight into PGFs, MGFs
- Bayesian stuff, overfitting, bias-variance decomposition [1]
- Relationship between median and absolute error/absolute deviation in regression, Lasso, Tikhonov regularisation, Generalised SVD [1], [2], [3]
- OLD: Convolutions, generating functions and the central limit theorem

**Random processes**

*Time series...*

ARIMA/differential equations, characteristic functions intuition, ambit stochastics

Markov chains, random walks, martingales

**Data mining**

Regression, classification, PCA, convolutional filters/edge detection...

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