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Trefethen and Bau is a good numerical linear algebra text, a fair bit of statistics can be understood in the linear algebra setting and this book helps teach ho
by jedbrown 16y ago
Trefethen and Bau is a good numerical linear algebra text, a fair bit of statistics can be understood in the linear algebra setting and this book helps teach how to think about linear algebra in a very useful way. I don't have a great reference, but stochastic PDEs is definitely a hot topic and promises to remain as such for a long time.