Fan, J. Li, R., Zhang, C.-H. and Zou, H. (2020). Statistical Foundations of Data Science. Chapman and Hall/CRC. Boca Raton, FL.
Preface: This book introduces commonly used statistical models, contemporary statistical machine learning techniques and algorithms, along with their mathematical insights and statistical theories. It aims to serveas a graduate-level textbook on the statistical foundations of datascience as well as a research monograph on sparsity, covariance learning,machine learning and statistical inference.