Stephen Boyd's courses videos, Wavelet Tour site,

Stephen Boyd's excellent class about "Convex Optimization" can be found here. Some other amazing course videos are also available there.

One classic wavelet book written by Stéphane Mallat has published its third edition. The site supporting this book is at:

http://www.wavelet-tour.com/

It has all the matlab code associated with the figures in the book. (I think I should read this book sometime.)