Books:

• Bishop, "Neural Networks for Pattern Recognition", 1995
• Duda, Hart, Stork, "Pattern Classification", 2000
• Hastie, Tibshirani and Friedman, "Elements of Statistical Learning: Data Mining, Inference and Prediction", 2001
• MacKay, "Information Theory, Inference, and Learning Algorithms", 2003.
  Available on-line here
• Mitchell, "Machine Learning", 1997.
• Cover and Thomas, "Elements of Information Theory", Wiley & Sons, 1991