Bayesian Nonparametrics
Nonparametric Bayesian Methods (Larry A. Wasserman)
Fundamentals of Nonparametric Bayesian Inference (Subhashis Ghosal and Aad van der Vaart)
Gaussian Processes for Machine Learning (Carl Edward Rasmussen and Christopher K. I. Williams)
Deep Learning
A Selective Overview of Deep Learning (Jianqing Fan, Cong Ma, Yiqiao Zhong)
Deep Learning: A Bayesian Perspective (Nicholas Polson, Vadim Sokolov)
A Comprehensive Survey on Graph Neural Networks (Zonghan Wu et al.)
Approximation and estimation bounds for artificial neural networks (Andrew R. Barron)
Theoretical Issues in Deep Networks (Tomaso Poggio, Andrzej Banburski, and Qianli Liao)
Adaptive Approximation and Generalization of Deep Neural Network with Intrinsic Dimensionality (Ryumei Nakada and Masaaki Imaizumi)
Monte Carlo Methods
Monte Carlo Statistical Methods (Christian P. Robert and George Casella)
Monte Carlo Theory, Methods and Examples (Art Owen)
An Introduction to MCMC for Machine Learning (Christophe Andrieu, Nando de Freitas, Arnaud Doucet and Michael I. Jordan)
Optimization
Optimization Methods for Large-Scale Machine Learning (Léon Bottou, Frank E. Curtis, Jorge Nocedal)
Alternating Direction Method of Multipliers (Stephen P. Boyd)
Proximal Algorithm (Neal Parikh and Stephen Boyd)
Programming
R: Advanced R (Hadley Wickham); Efficient R programming (Colin Gillespie and Robin Lovelace); Rcpp for everyone (Masaki E. Tsuda)
C++: Armadillo; Eigen; GNU Sceintific Library
Python: scikit-learn; TensorFlow; PyTorch
More Progamming Skills
Neuroimaging Tools
FMRIB Software Library (FSL) (Course; R package: fslr)
Analysis of Functional NeuroImages (AFNI)
Statistical Parametric Mapping (SPM)
Advanced Normalization Tools (ANTs)
Visualization: Mango; MRIcron; BrainNet Viewer