Another one:
The Elements of Statistical Learning: Data Mining, Inference, and Prediction.
I'm trying to collect a list of resources of this quality in this subreddit: http://www.reddit.com/r/learnit/
The Elements of Statistical Learning: Data Mining, Inference, and Prediction.
Also, another book that some HN'ers might find interesting is this one:
Information Theory, Inference, and Learning Algorithms:
http://www.inference.phy.cam.ac.uk/itprnn/book.html