I think this book might very well have saved me from failing my statistical machine learning course! They introduce all the mathematical concepts you need (results from linear algebra, vector calculus, and the properties of multivariate Gaussians) as the need arises, which makes it far far easier to remember/internalise the relevant mathematics. Additionally there are beautiful explanations of Gaussian Processes and famous sampling algorithms like Metropolis-Hastings. The only downside is that the authors claim that there is python code available for the whole book on their website, but when I went there to take a look, all I saw was yucky R and Matlab code. Still, a very good resource for statistical ML, particularly the Bayesian approach, and for the mathematics and ML concepts needed to dive into deep learning.