markdown Engg。，数学，科学资源

Posted 2021-05-06

### Physics and Cosmology

* Leonard Susskind's lectures on various topics including cosmology: http://theoreticalminimum.com/courses

### Robotics, estimation, control, filtering

* Mike Mull: Forecasting with Kalman Filter: https://www.youtube.com/watch?v=GmSXhmbv5Zg
* Mike Mull: Notebooks (for above lecture & more): https://github.com/mikemull/Notebooks

### Mathematics

#### Online resources

##### General/ Multidisciplinary:

* Online Mathematics Textbooks: http://people.math.gatech.edu/%7Ecain/textbooks/onlinebooks.html
* U Texas notes (very good, solutions etc.) on Stochastic Processes, Continuous Time Finance & Theory of Probability: https://www.ma.utexas.edu/users/gordanz/lecture_notes_page.html

##### Linear Algebra:

* FastAI Computational Linear Algebra: https://github.com/fastai/numerical-linear-algebra/blob/master/README.md
* Old & new matrix algebra useful for statistics: https://tminka.github.io/papers/matrix/

##### Probability:

* Probability, Mathematical Statistics and Stochastic Processes: http://www.randomservices.org/random/index.html

##### Calculus/ODEs/PDEs:

* Trefethen - Finite Difference and Spectral Methods for ODEs and PDEs: http://people.maths.ox.ac.uk/trefethen/pdetext.html
* 3Blue1Brown (Youtube): Essence of Calculus: https://www.youtube.com/playlist?list=PLZHQObOWTQDMsr9K-rj53DwVRMYO3t5Yr
* PDE for Finance, Courant Institute: https://www.math.nyu.edu/faculty/kohn/pde_finance.html
* Differential Equations in Data Science (python, numpy): http://nbviewer.jupyter.org/github/URXtech/techblog/blob/master/continuousTimeMarkovChain/markovChain.ipynb

##### Numerical Methods (with C++)

* http://www.bragitoff.com/2015/11/numerical-analysis-c-programs-for-various-techniques/
* https://www.youtube.com/playlist?list=PLUhYFZgYOn8dJkyQsdZBNq0DJ2L5cw31o

##### Stochastic Processes


### Computer Science

#### Courses

##### CMU:

* 15-251 Great Ideas in Theoretical Computer Science: http://www.cs.cmu.edu/~15251/notes.html
* 15-451 Algorithms: https://www.cs.cmu.edu/~15451/
* 15-496 Computer Science Theory for the Information Age: https://www.cs.cmu.edu/~venkatg/teaching/CStheory-infoage/


##### Stanford:

* Stanford CS224W: Analysis of Networks: http://web.stanford.edu/class/cs224w/