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Handy maths (and more) on the web
This page lists web-based resources which may be of use to those (most of us) who need a spot of maths from time to time. Please mail with details of any sites for inclusion, or if you find broken links.
Sites are currently listed in the following categories:
Graphical models and Bayesian networks
Documentation for code libraries
Matrices
A from-the-beginning review of the properties of matrices can be found
here and some
useful identities here.
Loads of matrix stuff can be found at the suitably titled Matrix reference manual. Stuck with the derivative of a matrix expression? This resource includes a set of really handy matrix calculus results.
Another resource full of matrix results is The Matrix Cookbook
Need a definition? Try John Burkardt's glossary of
linear algebra terms
Graphical models and Bayesian networks
A tutorial and links regarding graphical
models and Bayesian networks is available courtesy of Kevin
Murphy.
Jeff Bilmes' graphical model toolkit (GMTK) and associated documentation is
found here.
Kalman filtering
A site dedicated to the Kalman Filter
maintained by Greg Welch and Gary Bishop.
Probabilistic modelling
This is the real stuff...Probability
theory: the logic of science by E.T. Jaynes.
A set of notes from Sam Roweis includes tutorials on various aspects of machine learning and probabilistic modelling.
Learning dynamical systems: a tutorial.
Information on Independent
Component Analysis (ICA).
Entropy
Entropy
on the World Wide Web.
Documentation for code libraries
Numerical Recipes
home page.
The reference manual to the GNU
Scientific Library may well be useful for anyone using any of
these routines.
Wavelets
Amara's Wavelet
Page.
The engineers ultimate guide to wavelet
analysis.
Broad remit
Eric Weisstein's World of
Mathematics claims to be the web's most complete
mathematical resource.
The Math Forum is a "leading center for mathematics and mathematics education on the Internet."
The The Data Analysis Brief Book is a "condensed handbook, or an extended glossary, written in encyclopedic format, covering subjects in statistics, computing, analysis, and related fields. It intends to be both introduction and reference for data analysts, scientists and engineers."