Please recommend books on calculus, linear algebra, statistics for someone trying to learn Probability Theory and Machine Learning?
For Calculus: I would use the standard textbook for U.S colleges: Calculus: Early Transcendental
For Linear Algebra: I highly encouraged you to check out Professor Gilbert Strang's Introduction to Linear Algebra supplement with MIT Opencourseware's free Linear Algebra course
There is even a series of video lectures of Professor Gilbert Strang's course on youtube
This is how I taught myself Linear Algebra
For Probability and Statistics: I used Probability & Statistics for Engineers & Scientists for my introduction class during sophomore year. If you REALLY want to understand probability theory, I cannot recommend Probability Theory: The Logic of Science enough. It is hand down one of the best books I've ever read. You will be a master at Probability Theory after reading it.
By the way all these textbooks are available online as pdf versions at a website called Library Genesis