When I was at UConn, I recorded many video lectures using the lightboard at UConn. I am very thankful that UConn has such wonderful opportunities and that I can make these videos freely available on youtube.
Special topics in linear algebra: https://www.youtube.com/playlist?list=PLSx1kJDjrLRSS4Aio9WfQlNnH6X6pC_8t
Categorical probability theory: https://www.youtube.com/playlist?list=PLSx1kJDjrLRSKKHj4zetTZ45pVnGCRN80
At the Simons Center for Geometry and Physics, I gave a talk on quantum disintegrations, a precursor for Bayesian inversion, at the
Operator Algebras and Quantum Physics Workshop in June 2019. The recording of the talk is available at http://scgp.stonybrook.edu/video_portal/video.php?id=4168