- Probability Theory (For Scientists and Engineers)
- https://theclevermachine.wordpress.com/2012/11/19/a-gentle-introduction-to-markov-chain-monte-carlo-mcmc/
- https://theclevermachine.wordpress.com/2012/09/22/monte-carlo-approximations/
- https://theclevermachine.wordpress.com/2012/09/24/a-brief-introduction-to-markov-chains/
- https://theclevermachine.wordpress.com/2012/10/05/mcmc-the-metropolis-sampler/
- https://theclevermachine.wordpress.com/2012/10/20/mcmc-the-metropolis-hastings-sampler/
- Harvard Stats 110 | YouTube | Max Wang Class Notes | William Chen Cheatsheet
- MIT 18.440
- Notre Dame
- Stanford CS109
- UC Irvine Stats 131a
- UC Irvine Stats 131b
- University of Texas: Statistical and Discrete Methods for Scientific Computing
- Introduction to Probability and Statistics Using R
- Probability and Stochastic Processes with Applications - Oliver Knill
- How a Kalman filter works, in pictures ` - https://news.ycombinator.com/item?id=17116149
- http://www.anuncommonlab.com/articles/how-kalman-filters-work/
- https://github.com/lukstei/trading-backtest/tree/master
- http://htmlpreview.github.io/?https://github.com/aguaviva/KalmanFilter/blob/master/KalmanFilter.html