This free book will focus on theoretical aspects of Statistical Learning and Sequential Prediction. Until recently, these two subjects have been treated separately within the learning community. The course will follow a unified approach to analyzing learning in both scenarios. To make this happen, we shall bring together ideas from probability and statistics, game theory, algorithms, and optimization. It is this blend of ideas that makes the subject interesting for us, and we hope to convey the excitement. We shall try to make the course as self-contained as possible, and pointers to additional readings will be provided whenever necessary. Our target audience is graduate students with a solid background in probability and linear algebra. …
