I'm not sure which thing I mentioned you need a reference on. For p-values on machine learning techniques, http://vovk.net/cp/index.html
I'll eventually do a blog post on this subject; it's very good math that all ML people should know about, though Vovk, Schaefer and Gammerman write pretty dense articles.
For statistical power... "Statistical Power Analysis for the Behavioral Sciences" by Jacob Cohen.