http://www.newsmth.net/bbscon.php?bid=5&id=34859&ftype=11
入门：
Pattern Recognition And Machine Learning,Christopher M. Bishop
Machine Learning : A Probabilistic Perspective,Kevin P. Murphy
The Elements of Statistical Learning : Data Mining, Inference, and Prediction,Trevor Hastie, Robert Tibshirani, Jerome Friedman
Information Theory, Inference and Learning Algorithms,David J. C. MacKay
All of Statistics : A Concise Course in Statistical Inference,Larry Wasserman
优化：
Convex Optimization,Stephen Boyd, Lieven Vandenberghe
Numerical Optimization ,Jorge Nocedal, Stephen Wright
Optimization for Machine Learning,Suvrit Sra, Sebastian Nowozin, Stephen J. Wright
核方法：
Kernel Methods for Pattern Analysis,John Shawe-Taylor, Nello Cristianini
Learning with Kernels : Support Vector Machines, Regularization, Optimization, and Beyond.Bernhard Schlkopf, Alexander J. Smola
半监督：
Semi-Supervised Learning,Olivier Chapelle
高斯过程：
Gaussian Processes for Machine Learning (Adaptive Computation and Machine Learning),Carl Edward Rasmussen, Christopher K. I. Williams
概率图模型：
Graphical Models, Exponential Families, and Variational Inference,Martin J Wainwright, Michael I Jordan
Boosting:
Boosting : Foundations and Algorithms,Schapire, Robert E.; Freund, Yoav
贝叶斯:
Statistical Decision Theory and Bayesian Analysis,James O. Berger
The Bayesian Choice : From Decision-Theoretic Foundations to Computational Implementation,Christian P. Robert
Bayesian Nonparametrics,Nils Lid Hjort, Chris Holmes, Peter Müller, Stephen G. Walker
Principles of Uncertainty,Joseph B. Kadane
Decision Theory : Principles and Approaches,Giovanni Parmigiani, Lurdes Inoue
蒙特卡洛：
Monte Carlo Strategies in Scientific Computing,Jun S. Liu
Monte Carlo Statistical Methods,Christian P.Robert, George Casella
信息几何：
Methods of Information Geometry ,Shun-Ichi Amari, Hiroshi Nagaoka
Algebraic Geometry and Statistical Learning Theory,Watanabe, Sumio
Differential Geometry and Statistics,M.K. Murray, J.W. Rice
渐进收敛：
Asymptotic Statistics,A. W. van der Vaart
Empirical Processes in M-estimation,Geer, Sara A. van de
不推荐：
Statistical Learning Theory,Vladimir N. Vapnik
Bayesian Data Analysis, Second Edition,Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin
Probabilistic Graphical Models : Principles and Techniques,Daphne Koller, Nir Friedman