Courses I've taken or am taking
- Complex Analysis (MATH 535)
- Linear Algebra II(MATH 425)
- Applied Stochastic Models (Stochastic Differential Equations)
- Advanced Statistical Theory by Ryan Martin
- Computational Statistics
by Junhui Wang
(no too much theorectical foundation needed, but need some statistics common sense)
Course summary,variance reduction in MC
- Multivariate Statistics
by Junhui Wang
(Gaussian distribution, multiple regression, Wishart distribution, PCA, CCA, factor analysis. Can serve as a playground for linear algebra)
- Real Analysis (after a undergraduate analysis course)
- Topology
by Alex Furman
and Kevin Whyte
notes
filters and convergence, compactness, etc.
- Differential manifolds I (manifolds for beginners) by Marc Culler
(There is a whole series of courses in topology, manifold, geometry offered by John Lee at UWashington). Also see these course materials U of Toronto
- Probability Theory I and II by Cheng Ouyang
- Differential Geometry by Louis H. Kauffman (list of textbooks on the subject) Amazon book reviews
- Functional Analysis by Jerry Bona (my way of preparing the final is to re-write my class notes)
- Asymptotic statistics by Martin Ryan
- Approximation algorithms by Gyorgy Turan
- Bayesian Data Analysis by Martin Ryan
- Structured Prediction by Brian Ziebart
- Introduction to Algebraic Topology by Kevin Whyte
There are good applications of the subject to statistics, biology, game theory, etc., see
IMA lectures
UIowa applied course
In progress
To read
Online Courses
- Convex Optimization I by Stephen P. Boyd
Self-taught Resources
- Basic Concepts in Analysis
- Online Texts