Mathematics

Deep dives into mathematical concepts, linear algebra, calculus, and mathematical foundations for machine learning.


A Bayesian Derivation of the Kalman Filter

1 February 2026math

A hopefully intuitive derivation of the Kalman filter equations from Bayesian principles.

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close view of 67P/Tchourioumov-Guérassimenko comet by Rosetta (credit to ESA)

©ESA/Rosetta/NAVCAM


A Simple Derivation of the Woodbury Matrix Identity

1 February 2026math

A simple and hopefully intuitive derivation of the Woodbury matrix identity.

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Woodbury Matrix Identity