Machine Learning DataSets and Packages
UCI Machine Learning Repository (datasets)
Delve Respository (datasets)
Weka3 - Data Mining Software in Java
mallet: Java code for text machine learning and data mining
SVM light
LDA library in C from Blei
Other Resources, tutorials, and papers
COLT Homepage
Andrew Moore's Statistical Data Mining Tutorials
Javier Movellan Kolmogorov Project Tutorials
Machine Learning/Learning Theory hotlist
Brain-Computer interface prediction competition
Bilmes, J. A Gentle Tutorial on the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models. Technical Report, University of Berkeley, ICSI-TR-97-021, 1997.
also at http://citeseer.ist.psu.edu/bilmes98gentle.html
If anyone discovers other useful links, please let me (David Helmbold) know and I will add them to the list.