AFAIK, the nicest, simplest book that gives a taste of Bayesian probabilistic reasoning is "Model based Machine learning" by John Winn & co. -- http://mbmlbook.

AFAIK, the nicest, simplest book that gives a taste of Bayesian probabilistic reasoning is "Model based Machine learning" by John Winn & co. -- http://mbmlbook.com/ http://mbmlbook.com/ It consists of friendly and readable chapters, each based on an example. Note that the book is very basic, and the mathematics & methods are much less sophisticated than other texts (such as the one posted above), but the concepts are elucidated very nicely.