Note I'm a mathematical geophysicist and acoustician, so of course this selection of my frequently used textbooks mostly relate to my field. Also you might be interested in my similarly brief reviews of my recent just-for-fun reading which I have now moved to my home website, in an attempt to keep things more organized.
The (A B P U) links at the end of each synopsis are links to the book in each of the following online bookstores when available: Amazon, Barnes & Noble, Powell's Books, and the University of Washington Bookstore.
Computational Ocean
Acoustics, by Jensen,
Kuperman, Porter, & Schmidt. If you
are in the field of underwater acoustics you will
recognize the names of all four of these authors.
Two of them have produced wave propagation codes
that are widely used in that community: the
KRAKEN mode-based code by Mike
Porter, which is not a fully elastic code and so
note it may not always be appropriate for shallow
water problems depending what you're doing. But it
sure runs nice and fast and there are certainly
many problems it is appropriate for, especially
"deep water" problems. The other is the OASES wavenumber integration code
by Henrik Schmidt, which is a fully elastic code
appropriate for a wide range of seismic and
acoustic problems, but runs slower, plus only the
version with 1D bottom, ie 2D propagation, is
available for free. In any case the theory behind
both codes is explained in this book (note my PhD
advisor Bob Odom recommends reading the finite
elements chapter before the wavenumber integration
chapter to understand OASES), as well as much
other material central to the field of underwater
acoustics. It's an extremely well-written, very
readable (albeit mathematical) textbook that has
understandably become a classic in the field.
(A B P U)
Introduction to
Seismology, by Peter
Shearer. By my understanding, the focus
of this book was to essentially act as an
introduction to Aki & Richards (below), which
is an incredibly comprehensive and useful book,
but sure as hell isn't an introductory one. Lay
& Wallace is the other common seismo textbook,
and while also very useful it too is pretty
comprehensive for a single introductory class.
Shearer's book regularly references pages in
A&R (unfortunately the older version but the
references are still helpful) and I think does a
fantastic job laying out the basics of seismology
and its associated mathematics. After learning the
fundamentals from this book, then one is ready to
delve into A&R. But even now, I still probably
go back and look up at least as much stuff in
Shearer's intro as I do in A&R. (A B P U)
Quantitative
Seismology, 2nd ed., by
Keiiti Aki & Paul G. Richards. This
is the grandaddy text of theoretical seismology --
amazing to think folks learned this stuff just
from a bunch of scattered journal papers before
this book first came out in 1981. A&R (as it
is commonly called) covers, in great detail,
mathematical descriptions of seismic sources and
elastic wave propagation. An extremely useful
reference text for seismologists and underwater
acousticians who deal with shallow water
environments, but I must say it was a hell of a
couple semesters going through this material for
the first time, and that was with the
introductory background from Shearer's book
(above). If you're a seismo PhD student you will
undoubtedly use this text. Note this is the 2nd
edition, which removed some material from the
first (dual volume) edition that was deemed to be
better treated elsewhere nowadays (e.g. inverse
theory and so on). Some additional material was
added however, mainly extra tidbits here and there
relating to nuclear explosion monitoring.
Lastly, a fun trivia note from Paul Richards' website: the picture on the back cover shows Aki and Richards hovering in a bizarre pose in mid conversation. The reason it looks so strange was they were actually hovering over glasses of wine at a party, and the publishers chose to crop out the wine glasses! The before and after versions are shown on Richards' website there. (A B P U)
Computational
Statistics Handbook with
Matlab, by Wendy Martinez
and Angel Martinez. This is a very
hands-on book that comes with a free, downloadable
Matlab toolkit full of statistical functions which
are explained in this book. So the focus is really
"how to do it in Matlab" rather than theoretical
background (but at least a little bit is given for
each subject). I haven't spent a whole lot of time
with this book yet, but some of the key subjects
it covers include: MCMC sampling, non-parametric
regression, simulating random variables given
their distribution, and pattern recognition. But
again, the focus is really just on using the
provided Matlab functions to do the analysis
(which I still think is useful); theoretical
background must be found in other books. Note
there is apparently a 2nd edition coming out in
Dec 2007 that you may wish to wait for. Also, I
have found that the authors' "infinityassociates"
website mentioned in the book (this 1st edition)
to obtain the software has been bought out and no
longer has anything to do with the book. You must
use either the StatLib website or the book's
CRC webpage to download the
software toolkit (also note it says for Windows
but you can use the .m files themselves anywhere).
(A B P U)
Applied Optimal
Estimation, editted by
Arthur Gelb. In spite of being compiled
in 1974, this book is still a fantastic
introduction and very practical reference for
filters and smoothers. As the title implies, it's
very applied and focuses on implementation and
application rather than rigorous theoretical
background. And since it's from 1974, it basically
is about Kalman and Extended Kalman
filters/smoothers (and variations such as 2nd
order EKFs). More modern developments such as
unscented KFs and particle filters must be found
elsewhere, but of course one must understand the
basics first. This book is fantastically readable,
and has useful example problems. In the course of
my PhD research I have worked up two of those
example (tracking) problems into Matlab scripts to
create a tutorial webpage (with
the Matlab script available) that compares a
number of filters and smoothers. (A B P U)
Stochastic Processes
and Filtering Theory, by
Andrew H. Jazwinski. This one is another
old classic text (the publish date was 1970), but
was out of print for years and the library kept
making me return it. But it was finally just
re-released as a nice cheap paperback. This is a
standard companion to the Gelb book above,
covering more of the theoretical development of
linear and linearized filters and smoothers,
whereas Gelb by contrast focuses more on
implementation. So they're a great combo, besides
which so much filtering material in the literature
makes references to pages in this book that it's
hard not to have it when reading such papers. One
of the most useful sections of the book to me
compares Kalman filtering to classical least
squares based parameter estimation (in the
Bayesian context), allowing me to identify the
parallels and common terminology between the two
methods. (A B P
U)
Fundamentals of
Geophysics, by William
Lowrie. (A
B P U)
Dynamic
Earth, by Geoffrey
Davies. (A
B P U)
Parameter Estimation
and Inverse Problems, by
Richard Aster, Brian Borchers, & Clifford
Thurber. For beginners to inversion, I
strongly recommend this book above other inverse
theory textbooks; there are plenty very useful
books on the topic, but this one really gets you
up to speed in the subject fast with great
hands-on Matlab examples. Then, after you're more
familiar with the material, go back and reread the
book again - there are tons of handy comparisons
between methods with references to deeper
treatment of the individual methods elsewhere, and
many practicality details that address numerical
issues and real world limitations. This book
mostly focuses on frequentist inversion but does
have a chapter on Bayesian inversion comparing the
two approaches. This book comes with a CD with a
copy of Per Christian Hansen's (linear) regularization tools for Matlab,
used in most of the book's example problems, whose
Matlab scripts are also on the CD. Note also the
homepage for this book which
includes the errata. (A B P U)
Geophysical Inverse
Theory, by Robert L.
Parker. A classic frequentist text that
is very readable - Parker is rigorous and
introduces the reader to functional analysis
concepts, but injects witty tidbits here and there
which keep you interested. This book focuses on
the Gram matrix / representers technique, which
parameterizes the model with the same number of
parameters as there are data points, and requires
numerical integration for many real-world
problems. But the technique is ideal for gravity
inversion and magnetotellurics (MT), and those two
topics are explored in detail in the book's
examples. So you should be sure to read this book
if you are working on gravity or MT inversion.
(A B P U)
Inverse Problem
Theory, by Albert
Tarantola. Very well written book with a
probabilistic approach to inversion, in contrast
with the frequentist statistical approach focused
on in Aster/Borchers/Thurber, Menke, Hansen, and
Parker. Tarantola doesn't like to call it
"Bayesian" (even though it's the same
formulation), for he rederives it differently to
address concerns such as Borel's paradox seen in
Bayesian statistics. In any case, this
probabilistic approach allows for the same type of
linearization approach often done for weakly
nonlinear problems in the frequentist approach,
but additionally provides for a very flexible
numerical sampling approach to handle more
strongly nonlinear problems. In spite of the focus
on the probabilistic approach, this book has many
useful comparisons between probabilistic
(Bayesian) and frequentist inverse theory. Note he
offers a free PDF copy of this book on his webpage (with a request to please
buy the book if you find yourself using it and can
afford it). For those who are familiar with his
1987 book, this one largely replaces it but leaves
out a few bits I thought were really useful in the
1987 version, like expressions for derivatives of
elastic displacement with respect to media
properties. But many of the other example problems
remain. (A B P U)
Markov Chain Monte
Carlo in Practice, by W.R.
Gilks, S. Richardson, & D.J.
Spiegelhalter. Markov Chain Monte Carlo
(MCMC) sampling, among other uses, is used with
several variations for the numerical sampling of
the posterior distribution in Bayesian
(probabilistic) inversion. The book is a fantastic
supplement to Tarantola's book. The 19 page
introductory chapter (16 pages without the refs)
is such a fantastic and accessible overview of the
subject of MCMC that it would make a very good
reading assignment for an inverse theory class
that discussed Bayesian inversion. The rest of the
chapters are articles by experts in the field,
detailing implementation issues like convergence,
sampling mechanics, and differences between
variations of MCMC such as Metropolis/Hastings vs
Gibbs sampling and so on. And important note made
in the introduction is that MCMC is not only for
Bayesian inversion -- in frequentist inversion one
may wish to sample the integral in the data misfit
distribution (say if it were some arbitrary
distribution other than Gaussian). (A B P U)
Rank-Deficient and
Discrete Ill-Posed Problems: Numerical Aspects of
Linear Inversion, by Per
Christian Hansen. Very well written book
concerning various regularization methods in
frequentist inversion, with emphasis on a
SVD/spectral approach. The value of formulating
regularization in the SVD domain is twofold --
one, it's greatly faster computationally
(analogous to speeding up timeseries processing by
doing it in the frequency domain), and two, it
does a much better job at preserving numerical
accuracy. A good chunk of this book's material
(but not all) can be found in Hansen's
Regularization Tools manual (below under WWW
links). And that's free unlike this book!
(A B P U)
Geophysical Data
Analysis: Discrete Inverse Theory, Revised
Edition, by William
Menke. Another frequentist classic text;
note the revised edition is recommended as the
original had numerous typos in the equations.
While Parker leaves the Earth model being
estimated as a continuous function, Menke (like
Aster/Borchers/Thurber and others) discretizes it
as his parameterization. The idea is that this
discretization is finer than the resolution of the
inverse problem solution. This book is the only
one in which I've seen much discussion of the data
resolution matrix (as opposed to model resolution
matrix). (A B P U)
Time Series Analysis
and Inverse Theory for
Geophysicists, by David
Gubbins. As the title implies, this book
is sortof two books in one, and so far it is the
inverse theory half that I've spent time reading.
Unfortunately I found it somewhat scattered and
think it would be very difficult to learn the
material for the first time from this book. On the
other hand however, this book is worth reading
after being more familiar with the topic, as there
are useful tidbits throughout. Just as one
example, this was the only inverse theory book
I've found so far that specifically points out
that the model resolution matrix is not always
symmetric (for example when using 2nd-order
Tikhonov regularization). That drove me nuts
figuring that out, but wouldn't have if I'd come
across this book sooner. (A B P U)
Probability, Random
Variables and Stochastic
Processes, by Athanasios
Papoulis. A classic
probability/statistics text; I'm sure many other
textbooks cover the same material, I just happen
to have and like this one. Actually I have an
earlier version than the one shown in this
picture. (A B P
U)
The C Programming
Language, by Brian Kernighan
& Dennis Ritchie. (A B P U)