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    "# Reading assignments and collected reading list for nonparametric statistics\n",
    "\n"
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    "# Collected readings\n",
    "\n",
    "+ [Main lecture notes](./index.ipynb)\n",
    "\n",
    "## Inequalities (including some probability inequalities)\n",
    "\n",
    "+ Beckenbach, E.F., and R. Bellman, 1983. _Inequalities_, Springer.\n",
    "\n",
    "+ Boucheron, S. G. Lugosi, and P. Massart, 2013. _Concentration Inequalities: A Nonasymptotic Theory of Independence_, Oxford U. Press. 10.1093/acprof:oso/9780199535255.003.0001\n",
    "\n",
    "+ Hardy, G., J.E. Littlewood, and G. Polya, 1952. _Inequalities_, 2nd edition, Cambridge.\n",
    "\n",
    "+ Marshall, A.W., I. Olkin, and B.C. Arnold, 2011. Inequalities: Theory of Majorization and its Applications, Springer.\n",
    "\n",
    "+ Maurer, A. and M. Pontil, 2009. Empirical Bernstein Bounds and Sample Variance Penalization, COLT. https://www.cs.mcgill.ca/~colt2009/papers/012.pdf#page=1\n",
    "\n",
    "## Convexity, convex analysis, optimization\n",
    "\n",
    "+ Anderson, E.J., and P. Nash, 1987. _Linear Programming in Infinite-Dimensional Spaces_, Wiley.\n",
    "\n",
    "+ Luenberger, D.G., 1969. _Optimization by Vector Space Methods_, Wiley.\n",
    "\n",
    "+ Rockafellar, R.T., 1970. _Convex Analysis_, Princeton U. Press.\n",
    "\n",
    "+ Shor, N.Z., 1985. _Minimization Methods for Non-Differentiable Functions, Springer.\n",
    "\n",
    "\n",
    "## Probability and stochastic processes\n",
    "\n",
    "+ Breiman, L., 1992. _Probability_, SIAM.\n",
    "\n",
    "+ Durrett, R., 2016. _Essentials of Stochastic Processes_, 3rd edition, Springer.\n",
    "\n",
    "+ Feller, W., 1971. An Introduction to Probability Theory and Its Applications, v.2, Wiley.\n",
    "\n",
    "\n",
    "## Permutation tests\n",
    "\n",
    "+ Lehmann, E., 2006. _Nonparametrics: Statistical Methods Based on Ranks_, Springer.\n",
    "\n",
    "+ Pesarin, F. and L. Salmaso, 2010. _Permutation Tests for Complex Data: Theory, Applications, and Software_, Wiley\n",
    "\n",
    "+ Romano, J.P., 1988. A bootstrap revival of some nonparametric distance tests, _J. Amer. Stat. Assoc., 83_, 698–708.\n",
    "\n",
    "+ Romano, J.P., 1989. Bootstrap and randomization tests of some nonparametric hypotheses, _Ann. Stat., 17_, 141–159.\n",
    "\n",
    "+ Walther, G., 1997. Absence of correlation between the solar neutrino flux and the sunspot number, \n",
    "_Phys. Rev. Lett. 79_, 4522–4524.\n",
    "\n",
    "+ Walther, G., 1999. On the solar-cycle modulation of the Homestake solar neutrino capture rate and the shuffle test, _Ap. J. 513_, 990–996.\n",
    "\n",
    "+ Phipson, B., and G.K. Smyth, 2010. Permutation P-values Should Never Be Zero: Calculating Exact P-values When Permutations Are Randomly Drawn, _Statistical Applications in Genetics and Molecular Biology_, https://doi.org/10.2202/1544-6115.1585\n",
    "\n",
    "## Multiple testing and the False Discovery Rate\n",
    "\n",
    "+ Marcus, R., E. Peritz, and K.R. Gabriel, 1976. On Closed Testing Procedures with Special Reference to Ordered Analysis of Variance, _Biometrika, 63_, 655-660, https://doi.org/10.2307/2335748\n",
    "\n",
    "+ Benjamini, Y. and Y. Hochberg, 1995. Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing, _JRSSB, 57_, 289-300. https://www.jstor.org/stable/2346101\n",
    "\n",
    "+ Benjamini, Y. and D. Yekutieli, 2001. The control of the false discovery rate in multiple testing under dependency, _Ann. Statist., 29_, (4) 1165-1188. https://doi.org/10.1214/aos/1013699998\n",
    "\n",
    "+ Wang, R., and A. Ramdas, 2022. False discovery rate control with e-values, _JRSSB, 84_, 822-852. https://doi.org/10.1111/rssb.12489\n",
    "\n",
    "\n",
    "## The Jackknife and the Bootstrap\n",
    "\n",
    "+ Beran, R., 1995. Stein confidence sets and the bootstrap, _Stat. Sinica, 5_, 109–127\n",
    "\n",
    "+ Beran, R., 1990. Calibrating predictions regions, _J. Amer. Stat. Assoc., 85_, 715–723\n",
    "\n",
    "+ Beran, R., 1990. Refining bootstrap simultaneous confidence sets, _J. Amer. Stat. Assoc., 85_, 417-426\n",
    "\n",
    "+ Beran, R., 1987. Prepivoting to reduce level error of confidence sets, _Biometrika, 74_, 457–468\n",
    "\n",
    "+ Efron, B., 1982. _The Jackknife, the bootstrap, and other resampling plans_, SIAM, Philadelphia.\n",
    "\n",
    "## $E$-values and betting scores\n",
    "\n",
    "+ Shafer, G., 2021. Testing by betting: A strategy for statistical and scientific communication,\n",
    "_Journal of the Royal Statistical Society Series A: Statistics in Society_, _184_, 407–431, https://doi.org/10.1111/rssa.12647\n",
    "\n",
    "+ Vovk, V., and R. Wang, 2021. E-values: Calibration, combination and applications, _Ann. Statist. 49_ (3) 1736-1754. https://doi.org/10.1214/20-AOS2020\n",
    "\n",
    "+ Lecture notes by V. Vovk. https://www.isibang.ac.in/~statmath/pcm2020/talk1.pdf, https://www.isibang.ac.in/~statmath/pcm2020/talk2.pdf\n",
    "\n",
    "+ Wang, R., and A. Ramdas, 2022. False discovery rate control with e-values, _JRSSB, 84_, 822-852. https://doi.org/10.1111/rssb.12489\n",
    "\n",
    "\n",
    "## Supermartingale-based inference and sequential tests:\n",
    "\n",
    "+ Kaplan, H., 1987. A Method of One-Sided Nonparametric Inference for the Mean of a Nonnegative Population, _The Amer. Statistician_, _41_, 157-158. https://www.tandfonline.com/doi/abs/10.1080/00031305.1987.10475470?journalCode=utas20\n",
    "\n",
    "+ Howard, Steven R., Aaditya Ramdas, Jon McAuliffe, Jasjeet Sekhon, 2021. Time-uniform, nonparametric, nonasymptotic confidence sequences, _Ann. Statist. 49(2)_, 1055-1080, 10.1214/20-AOS1991\n",
    "\n",
    "+ Ramdas, A., P. Grunwald, V. Vovk, and G. Shafer, 2022. Game-Theoretic Statistics and Safe Anytime-Valid Inference, \n",
    "https://arxiv.org/pdf/2210.01948v1.pdf\n",
    "\n",
    "+ Spertus, J. and P.B. Stark, 2023. Sweeter than SUITE, https://arxiv.org/abs/2207.03379\n",
    "\n",
    "+ Stark, P.B., 2023. ALPHA: Audit that Learns from Previously Hand-Audited ballots,\n",
    "_Ann. Appl. Stat._, _17_(1): 641-679. DOI: 10.1214/22-AOAS1646 https://projecteuclid.org/journalArticle/Download?urlId=10.1214%2F22-AOAS1646\n",
    "\n",
    "+ Wald, A., 1945. Sequential Tests of Statistical Hypotheses, _Ann. Math. Statist. 16_(2), 117-186. 10.1214/aoms/1177731118\n",
    "\n",
    "+ Waudby-Smith, I. and A. Ramdas, 2022. Estimating means of bounded random variables by betting, https://arxiv.org/abs/2010.09686\n",
    "\n",
    "\n",
    "## Conformal prediction\n",
    "\n",
    "+ Angelopoulos, A.N., S. Bates, A. Fisch, L. Lei, T. Schuster, 2022. Conformal Risk Control, https://arxiv.org/abs/2208.02814\n",
    "\n",
    "+ Barber, R.F., E.J. Candes, A. Ramdas, and R.J. Tibshirani, 2022. Conformal prediction beyond exchangeability, https://arxiv.org/abs/2202.13415\n",
    "\n",
    "+ Papadopoulos, H., K. Proedrou, V. Vovk, and A. Gammerman, 2002. Inductive Confidence Machines for Regression. In: Elomaa, T., Mannila, H., Toivonen, H. (eds) Machine Learning: ECML 2002. ECML 2002. Lecture Notes in Computer Science, vol 2430. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-36755-1_29\n",
    "\n",
    "+ Schafer, G., and V. Vovk, 2008. A tutorial on conformal prediction, _Journal Machine Learning Res._, _9_, 371-421. \n",
    "\n",
    "## Data splitting\n",
    "\n",
    "+ Fithian, W., D.L. Sun, and J. Taylor, 2017. Optimal inference after model selection, https://arxiv.org/pdf/1410.2597.pdf\n",
    "\n",
    "+ Wasserman, L., Aaditya Ramdas, and Sivaraman Balakrishnan, 2020. Universal Inference. _PNAS, 117_, 29, 16880-16890 https://www.pnas.org/doi/10.1073/pnas.1922664117\n",
    "\n",
    "\n",
    "## Randomized experiments\n",
    "\n",
    "+ Aronow, P.M., H. Chang, and P. Lopatto, 2022?. Fast computation of exact confidence intervals for randomized experiments with binary outcomes. https://lopat.to/permutation.pdf\n",
    "\n",
    "+ Caughey, D., A. Dafoe, X. Li, and L. Miratrix, 2021. Randomization Inference beyond the Sharp Null: Bounded Null Hypotheses and Quantiles of Individual Treatment Effects https://arxiv.org/abs/2101.09195\n",
    "\n",
    "+ Ding, P., 2017. A Paradox from Randomization-Based Causal Inference, _Statist. Sci. 32_, 331-345. 10.1214/16-STS571 \n",
    "\n",
    "+ Fisher, R.A., 1935. _The Design of Experiments_, Hafner.\n",
    "\n",
    "+ Li, X. and P. Ding, 2016. Exact confidence intervals for the average causal effect on a binary outcome, _Statistics in Medicine_, _35_, 6, 957-960.  10.1002/sim.6764 \n",
    "\n",
    "+ Wu and Ding, 2021. Randomization Tests for Weak Null Hypotheses in Randomized Experiments,\n",
    "_JASA_, _116_. https://www.tandfonline.com/doi/abs/10.1080/01621459.2020.1750415\n",
    "\n",
    "\n",
    "\n",
    "## Density estimation and inference about probability densities\n",
    "\n",
    "+ Daubechies, I. 1992. _Ten lectures on wavelets_, SIAM, Philadelphia, PA.\n",
    "\n",
    "+ Donoho, D.L., 1988. One-Sided Inference about Functionals of a Density,\n",
    "_Ann. Statist. 16(4)_: 1390-1420 10.1214/aos/1176351045\n",
    "\n",
    "+ G. Kerkyacharian, and D. Picard, 1993. Density estimation by kernel and wavelets methods: \n",
    "Optimality of Besov spaces, _Stat. Prob. Lett._, _18_, 4, 327-336.\n",
    "https://doi.org/10.1016/0167-7152(93)90024-D\n",
    "\n",
    "\n",
    "+ Hengartner, N.W., and P.B. Stark, 1995. Finite-Sample Confidence Envelopes for Shape-Restricted Densities\n",
    "_Ann. Statist. 23(2)_: 525-550 10.1214/aos/1176324534\n",
    "\n",
    "+ Silverman, B.W., 1990. _Density Estimation for Statistics and Data Analysis_, Chapman and Hall, London.\n",
    "\n",
    "\n",
    "## Inverse problems\n",
    "\n",
    "+ Donoho, D., 1995. Nonlinear Solution of Linear Inverse Problems by Wavelet–Vaguelette Decomposition, Applied and _Computational Harmonic Analysis_, _2_, 101-126. 10.1006/acha.1995.1008\n",
    "\n",
    "+ Evans, S.N., and P.B. Stark, 2002. Inverse problems as statistics, _Inverse Problems, 18_, 4 10.1088/0266-5611/18/4/201\n",
    "\n",
    "+ Kuusela, M. and P.B. Stark, 2017. Shape-constrained uncertainty quantification in unfolding steeply falling elementary particle spectra, _Ann. Appl. Stat. 11_, 3, 1671-1710. 10.1214/17-AOAS1053\n",
    "\n",
    "+ Stark, P.B., 1992. Inference in infinite-dimensional inverse problems: duality and discretization, _J. Geophys. Res._, _97_, 14055-14082. https://doi.org/10.1029/92JB00739\n",
    "\n",
    "+ Stark, P.B., 2008. Generalizing resolution, _Inverse Problems_, _Inverse Problems, _24_, 034014. 10.1088/0266-5611/24/3/034014\n",
    "\n",
    "## Pseudo-random number generation and pseudo-random sampling\n",
    "\n",
    "+ Knuth, D., 1997 _The Art of Computer Programming, V.II: Seminumerical methods_, 3rd edition, Addison-Wesley, Boston.\n",
    "\n",
    "+ L'Ecuyer, P. and R. Simard, 2007. TestU01: A C Library for Empirical Testing of Random Number Generators, _ACM Trans. Math. Softw._, _33_, http://doi.acm.org/10.1145/1268776.1268777\n",
    "\n",
    "+ Marsaglia, G., 1968. Random Numbers Fall Mainly in the Planes, _PNAS_, _61_, 25–28.\n",
    "\n",
    "+ Matsumoto, M., and T. Nishimura, 1998. 8). Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator, _ACM Transactions on Modeling and Computer Simulation_, _8_, 3–30. doi:10.1145/272991.272995\n",
    "\n",
    "+ McCullough, B.D., 2008. Microsoft's 'Not the Wichmann-Hill' random number generator. _Computational Statistics and Data Analysis_, _52_ (10), 4587–4593. http://dx.doi.org/10.1016/j.csda.2008.03.006\n",
    "+ NIST Computer Security Division, _Random Number Generation_ http://csrc.nist.gov/groups/ST/toolkit/rng/\n",
    "\n",
    "+ Ottoboni, K., and P.B. Stark, 2018. Random problems with R. https://arxiv.org/abs/1809.06520\n",
    "\n",
    "+ Stark, P.B., and K. Ottoboni, 2018. Random sampling: practice makes imperfect. https://arxiv.org/abs/1810.10985\n",
    "\n",
    "+ Vitter, J.S., 1985. Random Sampling with a Reservoir, _ACM Transactions on Mathematical Software, 11_, 37–57."
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