Libri Amati
A (very) personalized list of writings I found inspiring and worth returning to.
Philosophy
“The constructive skeptic is a stoical optimist who has the capacity to laugh at failures and disappointments… The constructive skeptic is also critically aware of authority, in a world in which one is increasingly dependent on experts and specialists rather than direct personal experience and thinking for oneself (perhaps real personal experience is becoming obsolete).”
- Philosophy and the practice of Bayesian statistics by Andrew Gelman and Cosma Shalizi
Hypothetico–deductive view of Bayesian inference.
Blogs
- What Keeps a Bayesian Awake At Night? Day Time, Night Time
Promises and weaknesses of the probabilistic approach to statistical modeling and inference.
- Towards A Principled Bayesian Workflow by Michael Betancourt
A friendly walk-through tutorial on applied Bayesian modeling as iterative model checking for practitioners.
Texts
- Statistics and Information Theory by John Duchi (corresponding course link)
Who won’t be captivated by information-theoretic techniques? About bounds, concentration, generalization, convergence, and optimality guarantees.
- Lecture notes on Empirical Bayes by Nikos Ignatiadis
Modernize a seemingly old idea through a new lens.
Credo
How to do great work by Paul Graham
You and Your Research by Richard Hamming
Personal Rules of Productive Research by Eugene Vinitsky
10 easy ways to fail a Ph.D. by Matt Might