A few years ago I was teaching probability theory at Purdue to undergrads and at the same time I was training several ML graduate students in probability and statistics. I wrote the book below with the intention of adding more volumes that include statistics and machine learning but did not get a chance to do so yet.

  • The content is almost self-contained and includes mathematical prerequisites and basic computing concepts.
  • The R programming language is used to demonstrate the contents. Full code is available, facilitating reproducibility of experiments and letting readers experiment with variations of the code.
  • The presentation is mathematically rigorous, and includes derivations and proofs in most cases.
  • The book is available through Amazon or in HTML form via this single panel viewer or via this double panel viewer.

I also have several sample chapters from the unfinished second volume on computing (with Mohamed El-Geish):

Additional teaching notes are available here.