Books

Analyse Harmonique réelle

Michel Willem

My reference book for Analyse harmonique

convex analysis and monotone operator theory in hilbert spaces

HH Bauschke

The Convex Optimization Bible

Computational Geometry Algorithms and Applications

De Berg,Cheong,Van Kreveld

Really great book on algorithmic geometry

Intégration, Probabilités et Processus aléatoires

François Le Gall

the Go-To for probabilistic theory

Deep Learning

Ian Goodfellow, Yoshua Bengio and Aaron Courville

The Deep Learning Bible

Reinforcement Learning: An Introduction

Richard S. Sutton and Andrew G. Barto

The RL Bible

Videos

UCL Course on RL

David Silver

After almost 10 years and it is still the reference to learn RL

M2 MVA Convex Optimization, Algorithms and Applications

Alexandre d'Aspremont

Great Course on Convex Optimization

Automatants - Full AI Course

Automatants : AI Association of Centralesupelec

AI Course (in french)