I am in the process of learning ML and AI. I've been taking some courses, and I now understand the foundations of the big picture of Machine Learning. I've been using Pattern Recognition and Machine Learning as my go-to-book.

After a few reads of the chapters I've covered so far, I think I understand the general concepts in each of the methodologies, BUT I do recognize that my probability foundations are weak, therefore I want to improve that: Are there any recommendations on (good) books about probability theory that I could benefit from?

*(good) : by good I mean a book that gives you not only the theory and practice exercises, but especially a book that provides you with the Intuition and practical meaning of the topic being taught; I believe that is why I love Bishop's book because he tries to explain what the equations mean, what the concept implies, and what in practice is used. I looking for the same but on probability theory.

More specifically, I found that I could not completely grasp the Bayesian framework. I would want to go over it in a probability book. I believe it doesn't hurt from the foundations all the way to the full Bayesian framework theory. by the way, if there are any compilations of topics on which I should focus, it would be highly appreciated as well.

Thanks in advance,


  • $\begingroup$ well bishop just published a new book, though it's not strictly on prob theory, and depends what you want to learn about probability theory $\endgroup$
    – Alberto
    Commented Apr 21 at 21:01
  • $\begingroup$ Thanks, I did notice his new Deep Learning book. It’s definitely in queue for reading… thanks! $\endgroup$
    – John Pinto
    Commented Apr 24 at 12:17

1 Answer 1


This right here is the money shot.


That's essentially what you're looking for. They get into Bayesian Inferences at Unit 2. This is better than a textbook, it has courses, lectures, problem sets, and if you're ever confused just ask a LLM for an answer; and yes it has a textbook inside of it too.

  • 1
    $\begingroup$ This is just an amazing material! As you mentioned, just what I’m looking for ! Thanks for the recommendation, this definitely answers my question. Thanks Joseph $\endgroup$
    – John Pinto
    Commented Apr 24 at 12:19
  • $\begingroup$ of course! Always happy to help :D $\endgroup$
    – Joseph
    Commented Apr 28 at 2:15

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