maths

• Analysis / Calculus
  • <The Way of Analysis> 讲的很好，逻辑通顺
  • Scalar and Matrix calculus
• maths/probability - Derive from distribution
  • This is very rigous and full of mathematical insight
    • books/probability-theory-stat310-math230-by-AmirDembo
  • This is very consise (<20 pages per chapter) looks practical!
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  • This one is long but full of visualizations and classical examples! also main text book for a Berkeley course EE126
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  • Other recommendations that I haven’t checked
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• maths/stats - infer from data
  • LATER MCMC, EM method
    • TODO
  • Applications
    • The Lady Tasting Tea - How Statistics Revolutionized Science in the Twentieth Century
    • 统计检验hypothesis testing
    • Great stats visualizations https://onlinestatbook.com/stat_sim/index.html
    • Max Kuhn, Kjell Johnson - Applied Predictive Modeling-Springer (2013)
  • textbook
    • Statistical models - A. C. Davison recommended by Matt.
    • All of Statistics - A Concise Course in Statistical Inference recommended by YunZhong
    • StatisticalRethinking2022-RichardMcElreath
    • Other recommended books:
      • Probabilistic Models of Cognition by Noah D. Goodman, Joshua B. Tenenbaum & The ProbMods Contributors https://probmods.org/
      • An Introduction to Statistical Learning (ISL)
      • ComputerAgeStatisticalInference
• Algebra maths/linear-algebra
  • <Linear Algebra Done Right>
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  • <Advanced Linear Algebra by Steven Roman>
  • Peter Bloem’s PCA Introduction Series
• 面试题
  • Heard on the street
  • 绿皮书
  • Quant Job Interview Questions and Answers by Mark Joshi
• Statistical Learning
• Signal Processing
  • kernel, convolution, Kalman Filter , etc.
• Optimizations maths/optimization
  • Convex Optimization - Standford
  • SVM
• 思维方法论Meta
  • 思维方式
  • Interesting Thought Experiments
• CS/theoretical
  • lambda-calculus