Firstly thanks to Tim Osterbuhr who prompted me to create this list of resources that I have found useful in learning about Data Science after he read my blog post on Learning Data Science. Tim has also provided some of the likes below as well.

Here is the list of Useful References for Learning Data Science. (This list is be no means exhaustive)

From my Blog

• Learning Data Science
• Data Science in the Cloud ebook
• Data Science and Information Theory
• Data Mining Courses
• Open Source, Open Human, Open Data, Open Sesame!
• Data Scientist Skill Set
• R {swirls} – Learning R by doing
• Correlation does not imply causation
• Statistical Inference Resources

From Around the Web

• 6 checkpoints to ensure regression model validity for analytics
• Algorithms: Design and Analysis
• Analyzing Big Data with Twitter
• Big Data Analytics: Descriptive Vs. Predictive Vs. Prescriptive
• Data Analysis
• Data Mining for the Masses
• Data Science Course
• Google Visualization API Reference
• k-means clustering
• Occam’s Razor
• PCA Step by Step
• Regression Equation: What it is and How to use it
• Using JavaScript visualization libraries with R

Public Data Sets

• http://www.cs.cmu.edu/~./enron/
• http://www.secviz.org/content/the-davix-live-cd
• http://www.caida.org/data/overview/
• http://www.secviz.org/content/visual-analytics-workshop-with-worlds-leading-security-visualization-expert-0
• http://snap.stanford.edu/data/
• http://analytics.ncsu.edu/
• https://code.google.com/p/google-refine/

Data Science Books

• 9 Free Books for Learning Data Mining & Data Analysis
• 16 Free Data Science Books
• 27 free data mining books

Happy to add other links from readers to this list.