机器学习书单

http://www.newsmth.net/bbscon.php?bid=5&id=34859&ftype=11

入门：

Pattern Recognition And Machine Learning,Christopher M. Bishop

Machine Learning : A Probabilistic Perspective,Kevin P. Murphy

The Elements of Statistical Learning : Data Mining, Inference, and Prediction,Trevor Hastie, Robert Tibshirani, Jerome Friedman

Information Theory, Inference and Learning Algorithms,David J. C. MacKay

All of Statistics : A Concise Course in Statistical Inference,Larry Wasserman

优化：

Convex Optimization,Stephen Boyd, Lieven Vandenberghe

Numerical Optimization ,Jorge Nocedal, Stephen Wright

Optimization for Machine Learning,Suvrit Sra, Sebastian Nowozin, Stephen J. Wright

核方法：

Kernel Methods for Pattern Analysis,John Shawe-Taylor, Nello Cristianini

Learning with Kernels : Support Vector Machines, Regularization, Optimization, and Beyond.Bernhard Schlkopf, Alexander J. Smola

半监督：

Semi-Supervised Learning,Olivier Chapelle

高斯过程：

Gaussian Processes for Machine Learning (Adaptive Computation and Machine Learning),Carl Edward Rasmussen, Christopher K. I. Williams

概率图模型：

Graphical Models, Exponential Families, and Variational Inference,Martin J Wainwright, Michael I Jordan

Boosting:

Boosting : Foundations and Algorithms,Schapire, Robert E.; Freund, Yoav

贝叶斯:

Statistical Decision Theory and Bayesian Analysis,James O. Berger

The Bayesian Choice : From Decision-Theoretic Foundations to Computational Implementation,Christian P. Robert

Bayesian Nonparametrics,Nils Lid Hjort, Chris Holmes, Peter Müller, Stephen G. Walker

Principles of Uncertainty,Joseph B. Kadane

Decision Theory : Principles and Approaches,Giovanni Parmigiani, Lurdes Inoue

蒙特卡洛：

Monte Carlo Strategies in Scientific Computing,Jun S. Liu

Monte Carlo Statistical Methods,Christian P.Robert, George Casella

信息几何：

Methods of Information Geometry ,Shun-Ichi Amari, Hiroshi Nagaoka

Algebraic Geometry and Statistical Learning Theory,Watanabe, Sumio

Differential Geometry and Statistics,M.K. Murray, J.W. Rice

渐进收敛：

Asymptotic Statistics,A. W. van der Vaart

Empirical Processes in M-estimation,Geer, Sara A. van de

不推荐：

Statistical Learning Theory,Vladimir N. Vapnik

Bayesian Data Analysis, Second Edition,Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin

Probabilistic Graphical Models : Principles and Techniques,Daphne Koller, Nir Friedman