Yeah, the intersection of "serious maths book" and "great read" is pretty small. Since you've already got Jaynes: David Mackay's inference book is also a good:

Yeah, the intersection of "serious maths book" and "great read" is pretty small. Since you've already got Jaynes: David Mackay's inference book is also a good: http://www.inference.org.uk/itila/ http://www.inference.org.uk/itila/ even if not quite pure maths.