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papaf · 2009-06-17 · Original thread
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

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-S...

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