On (real) analysis: Bartle's A Modern Theory of Integration.
Even Bayesian statistics (presumably the killer app for analysis in this crowd) is going to stumble over measure theory at some point. So this recommendation is made with that in mind.
The traditional textbooks for modern integration in this context are (the first chapters of) Rudin's Real and Complex Analysis and (the first chapters of) Royden's Real Analysis.
I can't recommend Rudin because in the second chapter he goes on this ridiculously long tangent on Urysohn's lemma that makes absolutely no sense to anyone who hasn't seen topology before. Further, the exercises tend to have a difficulty curve that starts a bit too high for the non-mathically inclined.
Royden is slightly better in this respect. The first four chapters are excellent, but still probably too theoretical. Further, eventually one will encounter measure spaces that aren't based on the real numbers and the Lebesgue measure, and because of the way Royden is set up the sections on Lebesgue theory and abstract measure theory are separated by a refresher on metric spaces and topology. Unlike the tangent in Rudin, this digression isn't as avoidable.
My recommendation then corrects for these errors. Bartle's book works with the gauge integral, which is perfectly compatible with the Lebesgue integral (i.e., they give the same results when both work) but has a more concrete formulation (not requiring any measure theory). I expected that a book taking this route would avoid measures altogether, but this is incorrect -- even with the gauge integral questions of measurability come into play, and Bartle's book covers these adequately.
As an aside, the gauge integral is one example of mathematicians failing to update, in a sense. It's pretty superior to the Lebesgue integral in terms of conceptual simplicity and applicability, but practically no one uses it.
I'm not sure why you consider the gauge integral to be easier to understand the Lebesgue integral. It may be due to learning Lebesgue first, but I find it much more intuitive.
Also:
Royden is slightly better in this respect. The first four chapters are excellent, but still probably too theoretical. Further, eventually one will encounter measure spaces that aren't based on the real numbers and the Lebesgue measure,
Yes, this is a good thing. One doesn't understand a structure until one understands which parts of a structure are forcing which properties. Mo...
For years, my self-education was stupid and wasteful. I learned by consuming blog posts, Wikipedia articles, classic texts, podcast episodes, popular books, video lectures, peer-reviewed papers, Teaching Company courses, and Cliff's Notes. How inefficient!
I've since discovered that textbooks are usually the quickest and best way to learn new material. That's what they are designed to be, after all. Less Wrong has often recommended the "read textbooks!" method. Make progress by accumulation, not random walks.
But textbooks vary widely in quality. I was forced to read some awful textbooks in college. The ones on American history and sociology were memorably bad, in my case. Other textbooks are exciting, accurate, fair, well-paced, and immediately useful.
What if we could compile a list of the best textbooks on every subject? That would be extremely useful.
Let's do it.
There have been other pages of recommended reading on Less Wrong before (and elsewhere), but this post is unique. Here are the rules:
Rules #2 and #3 are to protect against recommending a bad book that only seems impressive because it's the only book you've read on the subject. Once, a popular author on Less Wrong recommended Bertrand Russell's A History of Western Philosophy to me, but when I noted that it was more polemical and inaccurate than the other major histories of philosophy, he admitted he hadn't really done much other reading in the field, and only liked the book because it was exciting.
I'll start the list with three of my own recommendations...
Subject: History of Western Philosophy
Recommendation: The Great Conversation, 6th edition, by Norman Melchert
Reason: The most popular history of western philosophy is Bertrand Russell's A History of Western Philosophy, which is exciting but also polemical and inaccurate. More accurate but dry and dull is Frederick Copelston's 11-volume A History of Philosophy. Anthony Kenny's recent 4-volume history, collected into one book as A New History of Western Philosophy, is both exciting and accurate, but perhaps too long (1000 pages) and technical for a first read on the history of philosophy. Melchert's textbook, The Great Conversation, is accurate but also the easiest to read, and has the clearest explanations of the important positions and debates, though of course it has its weaknesses (it spends too many pages on ancient Greek mythology but barely mentions Gottlob Frege, the father of analytic philosophy and of the philosophy of language). Melchert's history is also the only one to seriously cover the dominant mode of Anglophone philosophy done today: naturalism (what Melchert calls "physical realism"). Be sure to get the 6th edition, which has major improvements over the 5th edition.
Subject: Cognitive Science
Recommendation: Cognitive Science, by Jose Luis Bermudez
Reason: Jose Luis Bermudez's Cognitive Science: An Introduction to the Science of Mind does an excellent job setting the historical and conceptual context for cognitive science, and draws fairly from all the fields involved in this heavily interdisciplinary science. Bermudez does a good job of making himself invisible, and the explanations here are some of the clearest available. In contrast, Paul Thagard's Mind: Introduction to Cognitive Science skips the context and jumps right into a systematic comparison (by explanatory merit) of the leading theories of mental representation: logic, rules, concepts, analogies, images, and neural networks. The book is only 270 pages long, and is also more idiosyncratic than Bermudez's; for example, Thagard refers to the dominant paradigm in cognitive science as the "computational-representational understanding of mind," which as far as I can tell is used only by him and people drawing from his book. In truth, the term refers to a set of competing theories, for example the computational theory and the representational theory. While not the best place to start, Thagard's book is a decent follow-up to Bermudez's text. Better, though, is Kolak et. al.'s Cognitive Science: An Introduction to Mind and Brain. It contains more information than Bermudez's book, but I prefer Bermudez's flow, organization and content selection. Really, though, both Bermudez and Kolak offer excellent introductions to the field, and Thagard offers a more systematic and narrow investigation that is worth reading after Bermudez and Kolak.
Subject: Introductory Logic for Philosophy
Recommendation: Meaning and Argument by Ernest Lepore
Reason: For years, the standard textbook on logic was Copi's Introduction to Logic, a comprehensive textbook that has chapters on language, definitions, fallacies, deduction, induction, syllogistic logic, symbolic logic, inference, and probability. It spends too much time on methods that are rarely used today, for example Mill's methods of inductive inference. Amazingly, the chapter on probability does not mention Bayes (as of the 11th edition, anyway). Better is the current standard in classrooms: Patrick Hurley's A Concise Introduction to Logic. It has a table at the front of the book that tells you which sections to read depending on whether you want (1) a traditional logic course, (2) a critical reasoning course, or (3) a course on modern formal logic. The single chapter on induction and probability moves too quickly, but is excellent for its length. Peter Smith's An Introduction to Formal Logic instead focuses tightly on the usual methods used by today's philosophers: propositional logic and predicate logic. My favorite in this less comprehensive mode, however, is Ernest Lepore's Meaning and Argument, because it (a) is highly efficient, and (b) focuses not so much on the manipulation of symbols in a formal system but on the arguably trickier matter of translating English sentences into symbols in a formal system in the first place.
I would love to read recommendations from experienced readers on the following subjects: physics, chemistry, biology, psychology, sociology, probability theory, economics, statistics, calculus, decision theory, cognitive biases, artificial intelligence, neuroscience, molecular biochemistry, medicine, epistemology, philosophy of science, meta-ethics, and much more.
Please, post your own recommendations! And, follow the rules.
Recommendations so far (that follow the rules; this list updated 02-25-2017):