Reference

Advanced Programming in the UNIX Environment

An Introduction to Kolmogorov Complexity and Its Applications

Notes

The standard comprehensive reference on Kolmogorov complexity. Essential for understanding Solomonoff induction.

An Introduction to Probability Theory and Its Applications

Introduction to Algorithms (CLRS)

Matrix Analysis

Notes

Comprehensive advanced linear algebra reference.

Solving Ordinary Differential Equations I & II

Notes

Definitive reference on modern ODE solvers and stiff systems.

The Art of Computer Programming, Vol 1: Fundamental Algorithms