### General Notes

- A generalized definition of expectation that applies to both discrete and
continuous random variables, and to everything in between.
[PDF]

### Papers

- Bartlett and Mendelson 2002, "Rademacher and Gaussian Complexities:
Risk Bounds and Structural Results"
[PDF]
- McAllester 2003,
"Simplified PAC-Bayesian Margin Bounds"
[PDF]

### Books and Tutorials

- My favorite book on probability theory: Ross and Pekoz, "A
Second Course in Probability"
- My second favorite book on probability: Grimmett and
Stirzaker, "Probability and Random Processes"
- A tutorial on statistical learning theory by Bousquet,
Boucheron, and Lugosi
[PDF]

### Lecture Notes from Other Courses