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Living near the Microsoft campus, we are well served by the University Bookstore (the one in Seattle, not in Bellevue). The Seattle public library is quite famous too, although mainly for its architecture.

The best I've seen in this country is the University store in Menlo Park. They probably have more than 500 books just on number theory alone. The other academic store in Palo Alto is pretty good too. At the opposite end, I was once walking in a very large, beautiful bookstore in Los Angeles, one block away from our VC headquarters. At some point, I asked an attendant where the math/stat section was. She paused for 20 seconds, then looked at me as if I was crazy, possibly dangerous, or coming from a different planet.

Anyway, my wife claims I buy books depending exclusively on colour, size and how they fit in my bookcase. She claims I get books organized by colour and size (and possibly other obscure criteria), but that the contents does not matter.

I also frequently visit half price book in Bellevue, Washington, and once purchased (in 2008) some ACM proceedings (1998) for $20 while the 1999 edition on the same shelve was for sale for $100. And once purchased 30 volumes or so of the Encyclopedia Britannica for $20 (entire collection at about 0.1 cent per page), less than the paper value. At the other extreme, Handbook of Data Visualization (Springer Handbooks of Computational Statistics) at $319 for 900 pages might be the most expensive book, at 30 cents per page.

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Well, I can't remember all their names or exact locations, but I like to browse used bookstores located near college campuses.
I think the 'strategy' would be to gravitate to the stores (used and new, on-campus and off) near universities where the work being done interests you. So, when I'm in Palo Alto, Cambridge (MA, Kendall Sq.), Madison, etc. I haunt the bookstores. I need to come up with an excuse to go to Pittsburgh, so I can spend some time in the CMU area stores!
I sometimes still find something in the used stores, but lately find that I'm looking at very specialized books published in the last few years (or months!), so I bite the bullet and buy them new.
I spend a fair amount of time on Amazon (their recommendation engine works OK for me), as well as the Springer, Wiley, CRC, etc. sites. My wife sees my book purchases as a 'problem' of sorts, but appreciates that it's better for our finances than a gambling or drinking problem would be.
Could someone, who's familiar with Chicago, please tell me what are the good bookstores for mathematics, statistics, machine learning / data mining etc in Chicago?
Haider,

I don't think I'd say any of the bookstores in the Chicago area are good for machine learning or data mining. I don't think any of the area universities are strong in ML/DM. I usually shop online.

Are you looking for any specific area of research?

MIT Press is putting out some good / bleeding edge stuff.

Mark
Mark,
Thanks a lot for the information. Just wanted to browse and get surprised. Maybe I'll get some good Mathematics/Stats books near Univ of Chicago, their math program is good. Thank you.
--Haider
No doubt UChicago is strong, and there's some good bookstores down in Hyde Park (57th St books, Powells, UChicago bookstore ). The real strengths t UC are bayesian and time-series, as well as econometrics (of course). I've never thought there was all that much ML going on down there, but that may have changed recently.

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