Resources
Lists are sorted chronologically.
Books
Information Theory
- Elements of Information Theory. Thomas M. Cover and Joy A. Thomas. 2006.
- Information Theory: Coding Theorems for Discrete Memoryless Systems. Imre Csiszár and János Körner. 2011.
- Network Information Theory. Abbas El Gamal and Young-Han Kim. 2012.
- Information Theory: From Coding to Learning. Yury Polyanskiy and Yihong Wu. 2025.
Finance
- Asset Pricing: Revised Edition. John H. Cochrane. 2005.
- Lecture Notes in Microeconomic Theory: The Economic Agent. Ariel Rubinstein. 2012.
- Asset Pricing and Portfolio Choice Theory. Kerry E. Back. 2017.
- Financial Decisions and Markets: A Course in Asset Pricing. John Y. Campbell. 2018.
Learning Theory
- The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Trevor Hastie, Robert Tibshirani, and Jerome Friedman. 2009.
- Understanding Machine Learning: From Theory to Algorithms. Shai Shalev-Shwartz and Shai Ben-David. 2014.
- Learning Theory from First Principles. Francis Bach. 2024.
Sequential Decision Making
- Prediction, Learning, and Games. Nicolo Cesa-Bianchi and Gabor Lugosi. 2009.
- Bandit Algorithms. Tor Lattimore and Csaba Szepesvari. 2020.
- A Modern Introduction to Online Learning. Francesco Orabona. 2025.
Optimization
- Convex Optimization. Stephen Boyd and Lieven Vandenberghe. 2004.
- Nonlinear Programming. Dimitri P. Bertsekas. 2016.
- Lectures on Convex Optimization. Yurii Nesterov. 2018.
Quantum Information Processing
- Quantum Computation and Quantum Information. Michael A. Nielsen and Isaac L. Chuang. 2010.
- Introduction to Matrix Analysis and Applications. Fumio Hiai and Dénes Petz. 2014.
- Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Heinz H. Bauschke and Patrick L. Combettes. 2017.
- Quantum Information Processing with Finite Resources: Mathematical Foundations. Marco Tomamichel. 2021.
- Principles of Quantum Communication Theory: A Modern Approach. Sumeet Khatri, Ludovico Lami, and Mark M. Wilde. 2025.
Mindsets
On Careers
- Matt Might's article index
- Collection of advice for prospective and current PhD students
- A repository of links with advice related to grad school
- A Survival Guide to a PhD
- So You Want to Be an Academic?
- Questions to Ask a Prospective Ph.D. Advisor on Visit Day, with thorough and forthright explanations
On Thinking
- Richard Hamming: You and Your Research
- Claude Shannon’s 1952 Lecture on Creative Thinking
- Te Sun Han: Science as Yakuza
- Slow Science