These are the books which we recommend.

Tabular Modelling

• Microsoft SQL Server 2012 Analysis Services: The BISM Tabular Model, also by Marco Russo, Alberto Ferrari, and by Chris Webb—a compendium on the new approach to tabular modelling introduced by Microsoft in 2012. If this is of interest to you, please also watch this in-depth video module,
• Microsoft Excel 2013: Building Data Models With PowerPivot by Marco Russo and Alberto Ferrari, world-renowned experts on Data Analysis Expressions from sqlbi.com. You can find their videos about DAX here. If you are interested in learning about PowerPivot for SQL Server 2012 in-depth, please watch this video,
• Microsoft PowerPivot for Excel 2010 by Marco Russo and Alberto Ferrari introduces the older version of this technology.

Data Mining

• The classic on DM in SQL Server, by the people who created this technology, Jamie MacLennan and ZhaoHui Tang: Data Mining with Microsoft SQL Server 2008,
• Data Mining Techniques: For Marketing, Sales, and Customer Relationship Management by Gordon Linoff and Michael Berry, a good introduction to practical data mining including chapters on organising your data for mining, for example by using the simple yet powerful concept of customer signatures.

Statistics & Probability

• Quick way to catch up on statistics, not scary and actually a pleasant read: Statistics in a Nutshell by Sarah Boslaugh & Paul Andrew Watters,
• or a more hands-on but not so fast to read Introductory Statistics with R by Peter Dalgaard,
• both of the above should get you ready to start using the advanced and powerful open source statistics package R (download software from here), to which a nice guide is R in a Nutshell by Joseph Adler,
• and if learning probability is your objective, go with Probability: A Graduate Course by Allan Gut, though it is a pretty serious textbook for the academically minded.

Big Data

• Reference guide that teaches Apache Hadoop by Tom White (of Cloudera fame): Hadoop: The Definitive Guide. If you are interested in an introduction to Hadoop and its relationship to the Microsoft platform, please watch this video, and read this in-depth article.
• If you would like to learn Python, Programming in Python 3: A Complete Introduction to the Python Language is a good tutorial and a reference by Mark Summerfield.

Data Warehousing

• The Microsoft Data Warehouse Toolkit: With SQL Server 2008 R2 and the Microsoft Business Intelligence Toolset by Joy Mundy, Warren Thornthwaite and the famous Ralph Kimball, who fathered a major data warehousing approach. Ralph is perhaps better know that the other father of DW, Bill Inmon, considered perhaps, however, to be the first one to have started this way of organising analytical data,
• or The Data Warehouse Lifecycle Toolkit, by Ralph Kimball and other authors, which is more about the methodology and the processes of building a traditional Enterprise Data Warehouse, which became the DW building best practice.