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I took a course on Applied Bayesian Statistics taught by David Draper in grad school and we covered Bayesian Data Analysis (Gelman et Al.) http://www.stat.columbia.edu/~gelman/book…

Also, you raised a point that is very relevant - you couldn't understand pointers when you were 15, but now you do. There is some level of cognitive maturity required to understand…

I would suggest picking up a textbook in mathematics for a specific area relevant to your interest. I found that studying specific topics (currently probability theory and statisti…