Mackay has an excellent (and very readable) book on-line which, despite its title, contains quite a lot of Bayesian statistics: http://www.inference.phy.cam.ac.

Mackay has an excellent (and very readable) book on-line which, despite its title, contains quite a lot of Bayesian statistics: http://www.inference.phy.cam.ac.uk/itprnn/book.html http://www.inference.phy.cam.ac.uk/itprnn/book.html If that doesn't go deep enough into the statistical aspects I found the Gelman book hard going but very good: http://www.amazon.com/Bayesian-Analysis-Second-Statistical-Science/dp/158488388X http://www.amazon.com/Bayesian-Analysis-Second-Statistical-S...