Books and learning path. These following books are NOT listed in learning order.
Math:
1. Elementary Analysis by Ross ( Marked with Analysis(Ross) )
2. Linear Algebra by Lang (Marked with Linear Algebra)
3. The principle of mathematical analysis by Rudin
4. Real and Complex Analysis by Rudin
5. Functional Analysis by Rudin
* 6. Algebra by Artin
* 7. Algebra by Lang (GTM 211)
8. Introduction to Probability
*: One from two, or maybe both.
Research Topic:
1. The Elements of Statistical Learning
2. Convex Optimization
3. Deep Learning
4. Probabilistic Graphical Model
5. Speech and Natural Language Processing
6. Artificial Intelligence: A Modern Approach
7. Reinforcement Learning
8. Machine Learning A Probability Perspective
9. Pattern Recognition and Machine Learning
10. Manifold Learning Theory and Applications
11. Information Geometry Theory and Applications
Others:
1. Statistical Mechanics by Landau