principles.fyi · The Math Beneath

Sources

Every factual claim in this topic traces back to one of these 14 sources — the textbook spine plus the primary papers.

  1. MacKay, D. J. C. (2003). Information Theory, Inference, and Learning Algorithms. Cambridge University Press. pt. 1, 6
  2. Shannon, C. E. (1948). A Mathematical Theory of Communication. Bell System Technical Journal, 27(3), 379–423. pt. 6, 7
  3. Kullback, S., & Leibler, R. A. (1951). On Information and Sufficiency. Annals of Mathematical Statistics, 22(1), 79–86. pt. 7
  4. Cover, T. M., & Thomas, J. A. (2006). Elements of Information Theory (2nd ed.). Wiley-Interscience. pt. 6, 7
  5. Jaynes, E. T. (2003). Probability Theory: The Logic of Science. Cambridge University Press. Ch. 4 (Elementary Hypothesis Testing — evidence in decibels). pt. 2, 3, 4
  6. Berkson, J. (1944). Application of the Logistic Function to Bio-Assay. Journal of the American Statistical Association, 39(227), 357–365. (Coins the term "logit".) pt. 2, 3
  7. Bradley, R. A., & Terry, M. E. (1952). Rank Analysis of Incomplete Block Designs: I. The Method of Paired Comparisons. Biometrika, 39(3/4), 324–345. pt. 3
  8. Bayes, T. (1763). An Essay towards solving a Problem in the Doctrine of Chances. Philosophical Transactions of the Royal Society of London, 53, 370–418. (Communicated by R. Price.) pt. 4
  9. Gigerenzer, G., Gaissmaier, W., Kurz-Milcke, E., Schwartz, L. M., & Woloshin, S. (2007). Helping Doctors and Patients Make Sense of Health Statistics. Psychological Science in the Public Interest, 8(2), 53–96. (Physicians misreading screening-test positives.) pt. 4
  10. Grinstead, C. M., & Snell, J. L. (1997). Introduction to Probability (2nd rev. ed.). American Mathematical Society. Ch. 6 (Expected Value), Ch. 8 (Law of Large Numbers). pt. 5
  11. Robbins, H., & Monro, S. (1951). A Stochastic Approximation Method. Annals of Mathematical Statistics, 22(3), 400–407. pt. 5, 8
  12. Goodfellow, I., Bengio, Y., & Courville, A. (2016). Deep Learning. MIT Press. Ch. 3 (Probability and Information Theory), Ch. 4 (Numerical Computation), Ch. 8 (Optimization). pt. 1, 7, 8
  13. Lemaréchal, C. (2012). Cauchy and the Gradient Method. Documenta Mathematica, Extra Volume ISMP, 251–254. (On Cauchy's 1847 note introducing gradient descent.) pt. 8
  14. Ruder, S. (2016). An Overview of Gradient Descent Optimization Algorithms. arXiv:1609.04747. pt. 8