Here are a set of links: http://www.vetta.org/recommended-reading/ http://www.vetta.org/recommended-reading/ I'd second the recommendation of Bishop if you ca

Here are a set of links: http://www.vetta.org/recommended-reading/ http://www.vetta.org/recommended-reading/ I'd second the recommendation of Bishop if you can hack the math, and also Elements of Statistical Learning, though I wouldn't attempt to learn techniques from the latter so much as look at a very interesting mathematical take on them. gl