Books

From My first scientific paper
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Machine learning for beginners

Linear algebra

Optimization

Basic statistics

  • Probability Theory Alexandr A. Borovkov, 2006
  • Mathematical statistics by A.A. Borovkov, 1999
  • Linear Statistical Inference & Its Applications by C. Radhakrishna Rao, 1967
  • Linear Models and Generalizations: Least Squares and Alternatives by C. Radhakrishna Rao et al., 2007

Bayesian statistics and inference

Functional data analysis

Programming

Russian edition