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Questions seeking external references (books, papers, etc.) about a particular subject. Always use a more specific tag in addition.
4
votes
Book recommendations for probability
Foundations of Modern Probability by Olav Kallenberg meets all your criteria. It is quite concise and mathematically rigorous and as one reviewer puts it "without any non-mathematical distractions".
2
votes
What are some methods for learning from data in probabilistic graphical models especially Ba...
If reasonable, one can make the assumption that the data is missing at random or missing completely at random. If so, then for example Expectation Maximization or Variational Bayes can be used to max …