Resources

Useful Information

• My requirements on my postgraduate students

  • self-motivation and curiosity

  • quick learning ability

  • real problem solving ability

  • communication ability

  • work hard and play hard

Software

1. Optimization Solver

   1. cvx

Books

A list of books a postgraduate student in my group should read.

1. Optimization

   1. Convex Optimization, by S. Boyd and L. Vandenberghe, Cambridge University Press, 2003. [EE364b, Stanford]

   2. Linear and Nonlinear Programming by David G. Luenberger and Yinyu Ye, Springer US, 2009.

   3. First-Order Methods in Optimization by Amir Beck, SIAM-Society for Industrial and Applied Mathematics, 2017. [ELE522, Princeton]

   4. Numerical Optimization by Jorge Nocedal and Stephen J. Wright, Springer-Verlag, 2006.

   5. Introduction to linear optimization by Dimitris Bertsimas, John N. Tsitsiklis, John Tsitsiklis, Athena Scientific, 1997.

2. Compressive Sensing

   1. High-Dimensional Data Analysis with Low-Dimensional Models by John Wright and Yi Ma, Cambridge University Press, 2022.

3. Machine Learning

   1. Machine Learning by Tom Mitchell. [ML 10-701, CMU]

   2. The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Trevor Hastie, Robert Tibshirani, and Jerome Friedman, Springer-Verlag, 2009.

   3. Deep Learning by Ian Goodfellow and Yoshua Bengio and Aaron Courville, MIT Press, 2016. [CS231n, Stanford]

   4. Pattern Recognition and Machine Learning by Christopher Bishop, Springer, 2007.[CS229, Stanford]

   5. Reinforcement Learning: An Introduction by Richard S. Sutton and Andrew G. Barto, MIT Press, 2015.

4. Statistics

   1. High-Dimensional Probability: An Introduction with Applications in Data Science by Roman Vershynin, Cambridge University Press, 2018.

   2. High-Dimensional Statistics: A Non-Asymptotic Viewpoint by Martin Wainwright, 2017.

   3. Topics in Random Matrix Theory by Terence Tao, American Mathematical Society, 2012.

   4. Asymptotic Statistics by A. W. van der Vaart, Cambridge University Press, 2012.

5. Wireless Communication

   1. Fundamentals of Wireless Communications by David Tse and Pramod Viswanath, Cambridge University Press, 2005.

   2. Elements of Information Theory by Thomas M. Cover and Joy A. Thomas, Wiley, 2006.

6. Matrix Analysis

   1. Matrix Analysis by Roger A.Horn and Charles R. Johnson, Cambridge University Press, 2012.

   2. Linear Algebra and its application by David C.Lay, Steven R.Lay, Judi J. Mcdonald, Pearson, 2014.

   3. Matrix Computations by Gene H. Golub and Charles F. Van Load, Johns Hopkins University Press, 1996.

   4. Matrix Analysis and Applied Linear Algebra by Carl D. Meyer, SIAM, 2001.

   5. Advanced Linear Algebra by Steven Roman, Springer, 2005.

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