This feels like a crash course for people already very familiar with it all. For everyone else, Steve Brunton's courses cover a lot of the foundational stuff here on probability and stats and might be a lot more accessible: https://www.youtube.com/@Eigensteve

Strong agree. He's an amazing teacher. Working through his course on dynamic systems and differential equations is some of the most fun I've ever had while learning.

Great recommendation. Anyone knows how he creates those videos where he seems to stand before a blackboard made of glass where he can also add a screen share from his laptop? Great technique I haven’t seen before on YouTube.

Nice coincidence! I'm going through his course as a review of FFT and SVD fundamentals. He's really good.

Thanks for this link. I've never heard of Eigen Steve but his channel looks amazing, which is to be expected from a name like Eigen Steve.