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About statistical modeling
- great courses:
- "Advanced Data Analysis from an Elementary Point of View" by Cosma Shalizi (free book)
- "A First Course in Bayesian Statistical Methods" by Peter Hoff (book)
- "Bayesian Data Analysis" by Andrew Gelman (free slides, book)
- "Mixed effects models for the population approach" by Marc Lavielle and the POPIX team at INRIA (free wiki)
- mathematical aspects:
- "Introduction to Linear Algebra" by Gilbert Strang (free videos, book)
- "Matrix Differential Calculus with Applications in Statistics and Econometrics" by Magnus and Neudecker (free pdf, book)
- practical, computational aspects:
- "How to share data with a statistician" by Jeff Leek (free on github)
- "Exploratory Data Analysis with R" by Jennifer Bryan (free course)
- "Tutorial on Big Data with Python" by Marcel Caraciolo (free Python notebooks)
- interpreted languages: obviously R, but more and more Python (SciPy for NumPy, IPython, Matplotlib, and pandas, but also scikit-learn and statsmodels), as well as others (Julia?)
- C/C++: GSL, Armadillo, Eigen, Rcpp, Stan
- editor: Emacs
- visualizing, plotting:
- "Visualizing uncertainty about the future" by Spiegelhalter et al. (Science 2011, DOI)
- "Let's practice what we preach: turning tables into graphs" by Gelman et al. (The American Statistician 2002, DOI)
- philosophy, history, pragmatism:
- "Mathematical Models and Reality: A Constructivist Perspective" by Christian Hennig (Foundations of Science 2007, DOI)
- "Philosophy and the practice of Bayesian statistics" by Andrew Gelman and Cosma Shalizi (British Journal of Mathematical and Statistical Psychology 2013, DOI)
- "Statistical Inference : the Big Picture" by Robert Kass (Statistical Science 2011, DOI, free pdf on arXiv)
- "In Praise of Simplicity not Mathematistry! Ten Simple Powerful Ideas for the Statistical Scientist" by Roderick Little (JASA 2013, DOI)
- "Des spécificités de l’approche bayésienne et de ses justifications en statistique inférentielle" by Christian Robert (chapitre 2013, free pdf on HAL)
- classics:
- list from Christian Robert
- litterature, community:
- Annals of Statistics, JRSSB, JASA, Annals of Applied Statistics, Bayesian Analysis, JMRL, NIPS
- Biometrics, Biostatistics
- Statistical Science, The American Statistician
- see also on Project Euclid and arXiv
- blogs: Andrew Gelman, Christian Robert, Larry Wasserman
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