L. Wasserman, "All of Statistics: A Concise Course in Statistical Inference", Springer, 2004.

K. Murphy, "Machine Learning: A Probabilistic Perspective", MIT Press, 2012.

M. Figueiredo, "Lecture Notes on Bayesian Estimation and Classification", 2004; available at http://www.lx.it.pt/~mtf/learning/Bayes_lecture_notes.pdf

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