An Introduction to Statistical Learning (ISLR2) by James, Witten, Hastie, Tibshirani (2023) — Best practical stats-based ML introduction ever written. Online
The Elements of Statistical Learning by Hastie, Tibshirani, Friedman (2009) — The theory book behind ISLR. Online
All of Statistics by Larry Wasserman (2004) — Fast, rigorous tour of probability and statistics for ML people. (copyrighted)
Think Stats by Allen B. Downey (2014) — Probability and statistics for programmers, learn by coding. PDF
Probabilistic Machine Learning: An Introduction by Kevin P. Murphy (2022) — Comprehensive modern ML textbook with solid probabilistic foundations. PDF
Probabilistic Machine Learning: Advanced Topics by Kevin P. Murphy (2023) — VAEs, flows, diffusion, GPs, causal inference — the advanced sequel. PDF