A list of papers and books that I read and enjoyed:
Books:
Wainwright, Martin J. High-dimensional statistics: A non-asymptotic viewpoint. Vol. 48. Cambridge University Press, 2019.
Livan, Giacomo, Marcel Novaes, and Pierpaolo Vivo. Introduction to Random Matrices: Theory and Practice. Vol. 26. Springer, 2018.
Tao, Terence. Topics in random matrix theory. Vol. 132. American Mathematical Soc., 2012.
Bai, Zhidong, and Jack W. Silverstein. Spectral analysis of large dimensional random matrices. Vol. 20. New York: Springer, 2010.
Sutton, Richard S., and Andrew G. Barto. Reinforcement learning: An introduction. MIT Press, 2018.
Ma, Shang-Keng. Modern theory of critical phenomena. Routledge, 2018.
Bandeira, Afonso S. Ten lectures and forty-two open problems in the mathematics of data science. Lecture Notes (2016).
Shreve, Steven. Stochastic calculus for finance I: the binomial asset pricing model. Springer Science & Business Media, 2012.
Mezard, Marc, and Andrea Montanari. Information, physics, and computation. Oxford University Press, 2009.
MacKay, David JC. Information theory, inference and learning algorithms. Cambridge university press, 2003.
Nishimori, Hidetoshi. Statistical physics of spin glasses and information processing: an introduction. No. 111. Clarendon Press, 2001.
Amit, Daniel J., and Daniel J. Amit. Modeling brain function: The world of attractor neural networks. Cambridge university press, 1992.
Papers:
May, Robert M. “Will a large complex system be stable?.” Nature 238.5364 (1972): 413.
Bunin, Guy. “Ecological communities with Lotka-Volterra dynamics.” Physical Review E 95.4 (2017): 042414.
Biroli, Giulio, Guy Bunin, and Chiara Cammarota. “Marginally stable equilibria in critical ecosystems.” New Journal of Physics 20.8 (2018): 083051.
Rogers, Tim, et al. “Cavity approach to the spectral density of sparse symmetric random matrices.” Physical Review E 78.3 (2008): 031116.
Bordenave, Charles, and Djalil Chafaï. “Around the circular law.” Probability surveys 9 (2012): 1-89.
Dozier, R. Brent, and Jack W. Silverstein. “On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices.” Journal of Multivariate Analysis 98.4 (2007): 678-694.
Nadal, Celine, and Satya N. Majumdar. “A simple derivation of the Tracy–Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix.” Journal of Statistical Mechanics: Theory and Experiment 2011.04 (2011): P04001.
Shwartz-Ziv, Ravid, and Naftali Tishby. “Opening the black box of deep neural networks via information.” arXiv preprint arXiv:1703.00810 (2017).
Qian, Hong. “Phosphorylation energy hypothesis: open chemical systems and their biological functions.” Annu. Rev. Phys. Chem. 58 (2007): 113-142.
Shannon, Claude Elwood. “A mathematical theory of communication.” Bell system technical journal 27.3 (1948): 379-423.
Welling, Max, and Yee Whye Teh. “Approximate inference in Boltzmann machines.” Artificial Intelligence 143.1 (2003): 19-50.
