General Background
Linear algebra and least squares book: site
Basic linear least squares lectures: why, example1, example2, linear model, regression, matlab, code
Measure theory Youtube series
Optimal Transport references
Transport-based analysis, modeling, and learning from signal and data distributions: pdf
Optimal Mass Transport: Signal processing and machine-learning applications: link
Data representation with optimal transport: pdf
Computational Optimal Transport: pdf
Optimal transport, old and new: pdf