Books

From My first scientific paper
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Machine learning for beginners

Linear algebra

Optimization

Basics of probability and statistics

  • A first course in probability by Sheldon M. Ross, 2012
  • Elements of information theory by Thomas M. Cover, Joy A. Thomas, 2006
  • Probability theory by Alexandr A. Borovkov, 2006
  • Mathematical statistics by Alexandr 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

Discrete analysis

  • Lectures on discrete geometry by Jiří Matoušek, 2002
  • Indiscrete thoughts by Gian-Carlo Rota, 2008
  • Graph theory by Reinhard Diestel, 2017
  • Graph theory (groups and symmetries: from finite groups to Lie groups) by Reinhard Diestel, 2000

Programming

Russian edition