Books about the "Science" in Data Science?
Introductory:


Machine Learning: The Art and Science of Algorithms that Make Sense of Data (Flach)
Learning From Data (Abu-Mostafa et al.)
Introduction to Statistical Learning (James et al.)


Digging deeper:


Elements of Statistical Learning (Hastie et al.)
Pattern Recognition and Machine Learning (Bishop)


Some special interest examples:


Convex Optimization (Boyd)
Bayesian Reasoning and Machine Learning (Barber)
Probabilistic Graphical Models (Koller)
Neural Networks for Pattern Recognition (Bishop)


Broader reference works on machine learning (not really what you asked for, but for completeness):


Machine Learning: A Probabilistic Perspective (Murphy)
Artificial Intelligence: A Modern Approach (Russell &amp; Norvig)


Bonus paper:


Statistical Modeling: The Two Cultures (Breiman)