Lectures:
1. COS511 (link)
2. CMU 36-708 (link)
3. Stanford CS229M (link)
4. Berkeley STAT 241B (link)
5*. Toronto CSC2532 (link)
Textbook:
1. Probabilistic Machine Learning, Murphy
2. Foundations of Machine Learning, Mohri
3. High-Dimensional Probability, Vershynin
4. First Look At Rigorous Probability Theory