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witzvo comments on Let's all learn stats! - Less Wrong
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Hopefully the videos are good.
I recommend Old Papers. (In old papers people know what they are talking about, and how it relates to everything else from their time, and how it relates to what their innovation is, and they explain it all. Getting ideas from the people who made the ideas has always been good for me.)
I mention one favorite old paper here.
It's curious that in all three volumes of that work (searched on Amazon), there's not a single paper by E.T. Jaynes, and just a single mention of him anywhere.
Presumably implying that people don't do that now? Is that a general trend, and in other fields than statistics? To take a nonrandom example, Judea Pearl seems to measure up well by those standards.
Wow! Excellent point, and excellent question! Updating. Thanks.