Bayesian Data Analysis by Gelman et al. There's a free PDF available on Gelman's website [1]. Definitely application-focused, and the authors are a who's-who of

Bayesian Data Analysis by Gelman et al. There's a free PDF available on Gelman's website [1]. Definitely application-focused, and the authors are a who's-who of contemporary Bayesian statisticians. [1] http://www.stat.columbia.edu/~gelman/book/ http://www.stat.columbia.edu/~gelman/book/