Books

1. Statistics

1. Martin’s Book on high dimensional stats
2. Statistical Learning with Sparsity.
3. Asymptotic Statistics.
4. Foundations of Machine Learning.
5. Statistical Inference

2. Maths

1. Matrix Analysis
2. Probability: Theory and Examples

3. CS

1. CSAPP
2. Introduction to High Performance Computing for Scientists and Engineers
3. Computer Architecture - A Quantitative Approach