數統電腦自學資源:
A. Maths:
Linear algebra:
ODE:
PDE:
Numerical analysis:
Optimisation: Boyd, S. & Vandenberghe, L. (2004).
Convex Optimization. Cambridge University Press. URL
https://www.stanford.edu/~boyd/cvxbook/
Elementary probability: Ross, S. M. (2014).
A First Course in Probability (9th edition). Pearson.
Probability theory: Ross, S. M. (2014).
Introduction to Probability Models (11th edition). Academic Press.
Stochastic calculus: Øksendal, B. (2003).
Stochastic Differential Equations (6th edition). Universitext. Springer, Berlin, Heidelberg.
Measure-theoretic probability theory: Chung, K. L. (2000).
A Course in Probability Theory (2nd edition). Academic Press.
B. Statistics:
Elementary statistics: Hogg, R. V., & Craig, A. T. (1995).
Introduction to mathematical statistics.(5"" edition) (pp. 269-278). Upper Saddle River, New Jersey: Prentice Hall.
Linear models: Neter, J., Kutner, M. H., Nachtsheim, C. J., & Wasserman, W. (1996).
Applied Linear Statistical Models (Vol. 4). Chicago: Irwin.
Bayesian inference: Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2014).
Bayesian Data Analysis (Vol. 2). Boca Raton, FL: CRC press.
Generalized Linear Model: Myers, R. H., Montgomery, D. C., Vining G. G., Robinson T. J. (2010).
Generalized Linear Models: with Applications in Engineering and the Sciences (2nd Edition). Wiley.
Multilevel models: Gelman, A., & Hill, J. (2007).
Data analysis using regression and multilevel hierarchical models (Vol. 1). New York, NY, USA: Cambridge University Press.
Multivariate: Rencher, A. C. (2003).
Methods of multivariate analysis (Vol. 492). John Wiley & Sons.
Study design:
Time series: Tsay, R. S. (2010).
Analysis of Financial Time Series (3rd edition). Wiley.
Categorical data analysis: Agresti, A. (2007).
An Introduction to Categorical Data Analysis (2nd Edition), Wiley Series in Probability and Statistics. Wiley.
Bootstrap: Efron, B. & Tibshirani, R. (1994).
An Introduction to the Bootstrap. Chapman and Hall/CRC.
Statistical inference: Casella, G. & Berger, R. L. (2001).
Statistical Inference (2nd Edition). Duxbury Press.
Statistical learning: Hastie, T., Tibshirani, R. & Friedman J. (2016).
The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd Edition), Springer Series in Statistics. Springer.
C. Computer Science:
Basic programming:
Information retrieval:
Computational phylogenetics:
Machine learning: Bishop, C. M. (2011).
Pattern Recognition and Machine Learning. Springer.
Deep learning: Goodfellow, I., Bengio, Y. & Courville, A. (2016).
Deep Learning. The MIT Press.
歡迎大家繼續擴充
