A Course in Bayesian Statistics
Web resources
Radford Neal's Blog Andrew Gelman's Blog BIPS: Bayesian Inference for the Physical Sciences Lauritzen's lectures on Partial exchangeability and sufficiency Loredo The return of the prodigal: bayesian inference for astrophysics David van Dyk Astrostatistics page. M. Jordan Bayesian or Frequentist, which are you? (video) C. Bishop Introduction to Bayesian Inference (video) Blei Topic model (video) Jordan Dirichlet Processes, Chinese Restaurant Processes, and all that (video) Jeff Rosenthal's I'm a Bayesian, and I'm OK (more good stuff at Jeff's music page )