Data Analysis: A Bayesian Tutorial
Devinderjit Sivia, John Skilling
This book is not really a tutorial for beginners as it goes directly into the subject. It is well written, rigorous, and not that expensive for people needing to learn the bayesian principles. For total beginners as I was, I would advise reading "Introduction to Bayesian Statistics" by Bolstad before this one. A good book on the topic, with good ideas and recent developments !
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