Could someone please suggest some good positions on probability (and perhaps statistics)?
My ultimate goal would be to learn and understand Machine Learning and its models, such as Neural Network, Support Vector Machine, Hidden-Markov Model etc. The mathematics behind it tend to be very advanced.
I found a couple of positions: an online book for free The Elements of Statistical Learning: Data Mining, Inference, and Prediction. and two papers just on HMM: What can HMMs Can Do or A tutorial on Hidden Markov Models and Selected Applications in Speech Recognition. While there are detailed explanations of theory, I personally find them really hard to get through.
Do you think there is a good book, online sources, etc. I can start with? I am absolutely aware of the fact than there might be more than just one book etc. I think I need to start with basics of probability in practice, then move to random variables, joint probabilities and then, independence, Bayesian Theorem, chain probability rule, etc.
I understand the topics are advanced but and without a proper understanding of probability I am afraid I cannot go much far.
EDIT: I also found another book for beginners: Understanding Probability by Henk Tijms on Amazon. Some strongly suggest this book but there are a number of others who don't recommended it claiming the book is not well organised, e.g.
"link from the binomial distribution to the Poisson distribution is being derived on a few lines. If the book wants you to understand probability these very important relations between distributions should be explained in much more depth, in my view"
"The author's love and enthusiasm for the subject shows on every page. However, my students found the book incomprehensible. When I polled my class of 65 students after 8 weeks, I was shocked to discover that all 65 of them preferred to have no textbook at all than to have this one.". Frankly, those comments put me off.
Is there anyone who have after course of probability and have apportunity to learn from this book?