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Pattern Recognition and Machine Learning (PRML) is absolutely recommended. Available for free as well! [1]

The Elements of Statistical Learning (ESL) [2] is also a very reputable source.

They also make a good pair: PRML has a Bayesian approach while ESL is traditionally frequentist.

[1] http://users.isr.ist.utl.pt/~wurmd/Livros/school/Bishop%20-%...

[2] https://web.stanford.edu/~hastie/ElemStatLearn/



ESL is an excellent reference, if you are looking for an introduction instead I can recommend “An introduction to statistical learning” by (most of?) the same authors.




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