math and computers and stuff

Textbook notes from Stanford 2019 Fall term

Statistics

200 Statistical inference Rice

202 Data Mining Hastie easy book

205 Nonparametric stats Wasserman All of Nonparametric statistics

- good!

Lai/Xing (finance bok) is the profs own book … questionable

300A Theoretical Stats (PhD) Keener, Theoretical Statistics

- a bit fancier than Casella-Berger
- a lot more “modern” than the scary Lehmann books

310A Probability (PhD) Billingsley Durrett another book

- for grad probability

160 Freedman et al, Statistics

- is the best intro statistics book I’ve seen!
- But it is too easy for me, won’t learn much
- try to find from library

191 Applied stats Chaterjee + Hadi, Regression Analysis by Example

- very good! Undergrad level regression theory (like Shalzi)
- much less obnoxious/big than the Applied Linear Regression Models book
- buy/rent once I get to Shalizi

Stanford stat 160 = UG standard stats (MIT 18.650 is in between)

- Stat 200 = Masters stats (Rice)
- Stat 191 = UG applied stats (Chaterjee -> like CMU Shalzi)
- Stat 202 = data mining Hastie
- Stat 205 = Non parametric stats (Wasserman)
- Stat 300 = Hard theoretical stats (I think Keener will be easier than the Lehmann duology)

Business

Fancy finance:

- Campbell, Financiel Decisions and Markets
- Campbell + Vicera, Stragetic Asset Allocation
- these two really good!

Gulliver, Economics of Risk and Time

Physics

Fancy physics:

- Kardar, Statistical Physics of Fields
- resp also Statistical Physics of Particles

Arfbenetal, Mathematical Methods for Physics

- If I need an ungodly boring “lots of random applied math book”, this is probably it

Miller, Quantum Mechanics for Scientists and Engineers

- very applied/eng focus, solving actual problems! Interesting

Econ

Fancy/formal econ (all 1st year econ PhD level):

- Mas-Colell, Microeconomic Theory – includes games, decisions, uncertainty, markets, principal-agent, etc! -> Jehle-Reny, Advanced Microeconomic Theory -> Kreps, Microeconomic Foundations I

Findenberg-Troale, Game Theory but Osborne-Rubinstein, A Couse in Game Theory is much shorter!

CS

Bunneau et al, Bitcoin and Cryptocurrency Technologies -> lolz but probably as good as I’ll get

otherwise, just Cormen et al, and instructors assigning their own books (Kochenderfer might be worth looking at as a course)

Ge Wang, Artful Design

- great book on design! Cool!

Kochenderfer, Decision Making Under Uncertainty

- breezy business-major ish, director-certified treatment,
- read but don’t buy