Books

Machine learning for beginners

• A Brief Introduction to Machine Learning for Engineers by Osvaldo Simeone, 2017-2018
• Understanding Machine Learning: From Theory to Algorithms by Shai Shalev-Shwartz, Shai Ben-David, 2014
• Mathematics for Machine learning by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong, 2020
• Mathematics for Physicists: Introductory Concepts and Methods by Alexander Altland & Jan von Delf, 2018
• Bishop C.P. Pattern recognition and machine learning, Berlin: Springer, 2008
• MackKay D. Information Theory, Pattern Recognition and Neural Networks, Inference.org.uk, 2009
• The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Trevor Hastie Robert Tibshirani Jerome Friedman, 2008

Linear algebra

• Linear algebra by Jörg Liesen, Volker Mehrmann, 2015
• Linear algebra by Jim Hefferon, 2017
• Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares by Stephen Boyd and Lieven Vandenberghe, 2018

Optimization

• Convex Optimization by Stephen Boyd and Lieven Vandenberghe, 2009
• Iterative Methods for Optimization by C.T.Kelley, 1999

Basics of probability and statistics

• A first course in probability by Sheldon M. Ross, 2012
• Elements of information theory by Thomas M. Cover, Joy A. Thomas, 2006
• Probability theory by Alexandr A. Borovkov, 2006
• Mathematical statistics by Alexandr A. Borovkov, 1999
• Linear Statistical Inference & Its Applications by C. Radhakrishna Rao, 1967
• Linear Models and Generalizations: Least Squares and Alternatives by C. Radhakrishna Rao et al., 2007

Bayesian statistics and inference

• Bayesian reasoning and machine learning by David Barber, 2014
• Probabilistic graphical models by Daphne Koller and Nir Friedman, 2009
• Machine learning: a probabilistic perspective by Kevin P. Murphy, 2012
• Bayesian data analysis by Andrew Gelman et al., 2013

Functional data analysis

• Sequences and series in banach spaces by J. Diestel, 1984
• Functional data analysis by J.O. Ramsay and B.W. Silverman, 2005
• Solving Differential Equations on Manifolds by Ernst Hairer, 2011

Discrete analysis

• Lectures on discrete geometry by Jiří Matoušek, 2002
• Indiscrete thoughts by Gian-Carlo Rota, 2008
• Graph theory by Reinhard Diestel, 2017
• Graph theory (groups and symmetries: from finite groups to Lie groups) by Reinhard Diestel, 2000

Programming

• Python notes for professionals by GoalKicker.com Free Programming Books, 2020
• Dive into Deep Learning by Aston Zhang, Zachary C. Lipton, Mu Li, and Alexander J. Smola, 2020

Russian edition

• Лагутин М.Б. Наглядная математическая статистика, 2009 (cм. также вырезку)
• Аркадий Мильчин и Людмила Чельцова. Справочник издателя и автора (Редакционно-издательское оформление издания), 2018