Applied Math

Here you can find lists of great Applied Math books are or have been used to teach courses at MIT.





Introduction To Probability

By: Dimitri P. Bertsekas, John N. Tsitsiklis

2008

Fundamentals of Applied Probability Theory

By: Alvin W. Drake

1967

A First Course in Probability

By: Sheldon Ross

2009

Mathematics for Computer Science

By: Eric Lehman, F Thomson Leighton, Albert R Meyer

2017

Mathematics and Plausible Reasoning, Volume 1: Induction and Analogy in Mathematics

By: G. Polya

1990

Nonlinear Programming: 3rd Edition

By: Dimitri Bertsekas

2016

Convex Optimization

By: Stephen Boyd, Lieven Vandenberghe

2004

Convex Optimization Theory

By: Dimitri P. Bertsekas

2009

Convex Analysis:

By: Ralph Tyrell Rockafellar

1996

Convex Analysis and Optimization

By: Dimitri Bertsekas, with Angelia Nedic, and Asuman Ozdaglar

2003

Linear Algebra and Its Applications, 4th Edition

By: Gilbert Strang

2006

Probability, Random Variables and Stochastic Processes with Errata Sheet

By: Athanasios Papoulis

2002

Probability and Random Processes

By: Geoffrey R. Grimmett, David R. Stirzaker

2001

Probability with Martingales

By: David Williams

1991

Measure Theory and Probability

By: Malcolm Adams, Victor Guillemin

1996

Sequential Monte Carlo Methods in Practice

By: Arnaud Doucet, Nando de Freitas, Neil Gordon

2001

Linear Estimation

By: Thomas Kailath, Ali H. Sayed, Babak Hassibi

2000

Graphical Models

By: Steffen L. Lauritzen

1996

Beyond the Kalman Filter: Particle Filters for Tracking Applications

By: Branko Ristic, Sanjeev Arulampalam, Neil Gordon

2004

Introduction to Linear Algebra, Third Edition

By: Gilbert Strang

2003

Advanced Mean Field Methods: Theory and Practice

By: Manfred Opper, David Saad

2001

An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition

By: William Feller

2008

Ideals, Varieties, and Algorithms: An Introduction to Computational Algebraic Geometry and Commutative Algebra

By: David A. Cox, John Little, Donal O'Shea

2015

Probability and Random Processes for Electrical and Computer Engineers

By: John A. Gubner

2006

Numerical Linear Algebra

By: Lloyd N. Trefethen, David Bau III

1997

Probability and Stochastics

By: Erhan Çınlar

2011