Here are some of the books I found useful in my journey
- Elementary Statistics by Mario F. Triola
- The Elements of Statistical Learning by Trevor Hastie, Robert Tibshirani, Jerome Friedman
- Andrew Ng's CS229 Lecture notes
- Doing Data Science by Rachel Schutt & Cathy O'Neil
- Python Data Science Handbook by Jake VanderPlas
- Think Bayes by Allen B.Downey
I thought of putting up an infograph here but I couldn't have made a more comprehensive one than this amazing article at Analytics Vidhya