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What are the books about the science and mathematics behind data science? It feels like so many "data science" books are programming tutorials and don't touch things like data generating processes and statistical inference. I can already code, what I am weak on is the math/stats/theory behind what I am doing.

If I am ready to burn $1000 on books (so around 10 books... sigh), what could I buy?

Examples: Agresti's Categorical Data Analysis, Linear Mixed Models for Longitudinal Data, etc... etc...

I can't add a comment yet, but just FYI ESL is available for free online as a pdf

– idclark – 2014-06-20T20:44:39.280Asking about "good" books will attract opinion-based answers and so this is off-topic. Flagged. – Spacedman – 2014-06-11T14:32:37.843

3I've changed it so I am just looking for books. Nothing opinion-based. – Anton – 2014-06-11T14:34:15.243

It's spelled S-t-a-t-i-s-t-i-c-s :) Stick with something pragmatic that focuses on prediction rather than inference. Both

Elements of Statistical LearningandAn Introduction to Statistical Learningare on most people's lists. – Dirk Eddelbuettel – 2014-06-11T15:17:28.7501I think this question should be marked as community wiki. – Shagun Sodhani – 2015-05-25T15:04:39.207