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Larry Wasserman's All of Statistics is there at http://link.springer.com/book/10.1007/978-0-387-21736-9 http://link.springer.com/book/10.1007/978-0-387-21736-9.
by mturmon 11y ago
Larry Wasserman's All of Statistics is there at http://link.springer.com/book/10.1007/978-0-387-21736-9 http://link.springer.com/book/10.1007/978-0-387-21736-9.
Optimization by Lange is at http://link.springer.com/book/10.1007/978-1-4757-4182-7 http://link.springer.com/book/10.1007/978-1-4757-4182-7
Time Series Analysis and Its Applications by Shumway and Stoffer (http://link.springer.com/book/10.1007/978-1-4757-3261-0 http://link.springer.com/book/10.1007/978-1-4757-3261-0), who developed the EM tools for fitting state space models to time series by maximum likelihood, but were largely uncredited by the NIPS crowd.