I have a "pre-existing working knowledge of probability, linear algebra, statistics and algorithms", but can't he be more precise ? I mean to what difficulty are those math used ?
This is a Phd-level course at CMU. Pretty heavy on math. You can just take a look at the material to know the difficulty. If you are not sure, you probably should try easier ones such as Andrew Ng's on Coursera.
I am assuming he means at a undergraduate level. If you need a probability and statistics book to refresh, I can recommend "All of Statistics" by Wasserman.
Presumably this means at the level of an introductory undergraduate-level course in each of those subjects (the kind of courses targeted at first or second year science/engineering undergraduates). You could try working through the material, and if anything is beyond you, it shouldn’t be not too hard to find the appropriate textbook and catch up.