Lecture notes from Vladimir Pestov's course

lecture notes for ORF570: Special Topics in Statistics and Operations Research, Prediction Games (Princeton)

Cosma's lecture notes

This course is an introduction to the theory and application of large-scale dynamic programming. Topics include Markov decision processes, dynamic programming algorithms, simulation-based algorithms, theory and algorithms for value function approximation, and policy search methods. The course examines games and applications in areas such as dynamic resource allocation, finance and queueing networks.

"Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role, similar to convex functions on vector spaces. In this tutorial, the theory of submodular functions is presented, in a self-contained way, with all results shown from first principles. A good knowledge of convex analysis is assumed."

David Pollard's lecture notes on asymptotic methods in statistical decision theory

A course taught by Christos Papadimitriou

lecture notes by Amir Dembo, Andrea Montanari

Cowles Foundation for Research in Economics

pdf slides by F. Bach

Lecture notes by Roman Vershynin (UC Davis)

via cshalizi

Terry Tao's course on ergodic theory. Mmmmmm, measure-preserving...

HTML version of the book by Wolfgang Härdle, Gerard Kerkyacharian, Dominique Picard and Alexander Tsybakov

FOCS 2008 tutorials (Terry Tao on randomness in combinatorics; Dan Boneh on crypto; Dan Spielman on graph spectra)

Lecture notes on measure concentration by A. Barvinok (PDF)

Richardson and Urbanke text on modern coding theory

Lecture notes by Ryan O'Donnell (CMU)

Tutorial for 2007 IEEE International Symposium on Information Theory