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The Elements of Statistical Learning: Data Mining, Inference, and Prediction - Trevor Hastie, Robert Tibshirani, Jerome Friedman

Pattern Recognition and Machine Learning (Information Science and Statistics) - Christopher M. Bishop

Information Theory, Inference and Learning Algorithms - David J.C. MacKay

An Introduction to Support Vector Machines and Other Kernel-based Learning Methods - Nello Cristianini, John Shawe-Taylor

Graphical Models In Applied Multivariate Statistics - J. Whittaker

All of Statistics: A Concise Course in Statistical Inference (Springer Texts in Statistics) - Larry Wasserman

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