In the following, I am working on a list of resources, which I have found particularily helpful in studying the areas of Optimization and Data Science.
I have not yet listed everything and will continously update the list when I find time. So please feel free to check back on updates!
Mathematical Optimization
Literature:
- Optimization (2010, Lundgren, Rönnqvist, Värbrand)
- Model Building in Mathematical Programming (2013, Williams)
- Optimization Theory for Large Systems (2002, Lasdon)
University Courses:
- Chalmers: MVE165 Linear and Integer Optimization with Applications (http://www.math.chalmers.se/Math/Grundutb/CTH/mve165/1819/)
- Chalmers: TMA521 Large-Scale Optimization (http://www.math.chalmers.se/Math/Grundutb/CTH/tma521/1718/)
- Uppsala University: 1DL441 Combinatorial Optimization and Constraint Programming (http://user.it.uu.se/~pierref/courses/COCP/lectures.html)
Online courses via Coursera (Highly Recommended!):
- University of Melbourne + CUHK: Basic Modeling for Discrete Optimization (https://www.coursera.org/learn/basic-modeling)
- University of Melbourne + CUHK: Advanced Modeling for Discrete Optimization (https://www.coursera.org/learn/advanced-modeling)
- University of Melbourne + CUHK: Solving Algorithms for Discrete Optimization (https://www.coursera.org/learn/solving-algorithms-discrete-optimization)
Model examples:
- MiniZinc Benchmarks (https://github.com/MiniZinc/minizinc-benchmarks)
Data Science, Machine Learning & Statistics
Literature:
- An Introduction to Statistical Learning (2013, James, Witten, Hastie, Tibshirani) (http://faculty.marshall.usc.edu/gareth-james/ISL/)
- Applied Predictive Modeling (2013, Kuhn, Johnson) (http://appliedpredictivemodeling.com/)
- Statistical Rethinking (2020, McElreath) (https://xcelab.net/rm/statistical-rethinking/)
Online courses via Coursera:
- Stanford University: Machine Learning (https://www.coursera.org/learn/machine-learning)
- UC Santa Cruz: Bayesian Statistics - From Concept to Data Analysis (https://www.coursera.org/learn/bayesian-statistics)
- UC Santa Cruz: Bayesian Statistics - Techniques and Models (https://www.coursera.org/learn/mcmc-bayesian-statistics)
- UC Santa Cruz: Bayesian Statistics - Mixture Models (https://www.coursera.org/learn/mixture-models)