"Information Theory, Inference and Learning Algorithms" by David MacKaye
http://www.inference.org.uk/itprnn/book.pdf
"Probability Theory: the Logic of Science" by E. T. Jaynes
http://www.med.mcgill.ca/epidemiology/hanley/bios601/Gaussia...
"Elements of Statistical Learning" by Tibshirani
https://web.stanford.edu/~hastie/Papers/ESLII.pdf
"Bayesian Data Analysis" by Andrew Gelman
http://hbanaszak.mjr.uw.edu.pl/TempTxt/(Chapman%20&%20Hall_C...
edit: Goodfellow/Bengio/Courville, not mentioned in the previous comment, is also available online: http://www.deeplearningbook.org
"Information Theory, Inference and Learning Algorithms" by David MacKaye
http://www.inference.org.uk/itprnn/book.pdf
"Probability Theory: the Logic of Science" by E. T. Jaynes
http://www.med.mcgill.ca/epidemiology/hanley/bios601/Gaussia...
"Elements of Statistical Learning" by Tibshirani
https://web.stanford.edu/~hastie/Papers/ESLII.pdf
"Bayesian Data Analysis" by Andrew Gelman
http://hbanaszak.mjr.uw.edu.pl/TempTxt/(Chapman%20&%20Hall_C...