one vote for BDA. For programmers who learn better by implementing things, this book [1] is also good:

[1]: https://www.amazon.com/Bayesian-Methods-Hackers-Probabilisti...

This is the "online" (abridged) version of this book:

https://www.amazon.com/Bayesian-Methods-Hackers-Probabilisti...

There's a full version of another good book ("Think Bayes: Bayesian Statistics in Python") available as a PDF from the publisher here:

http://greenteapress.com/wp/think-bayes/

(related Amazon reviews)

https://www.amazon.com/Think-Bayes-Bayesian-Statistics-Pytho...

In my opinion, the "for hackers" title is in reference to multiple books that have been released with the "X for hackers" that targets people with hacking skills but do not have a formal background in X.

Machine Learning for Hackers http://www.amazon.co.uk/Machine-Learning-Hackers-Drew-Conway...

Design for Hackers http://www.amazon.co.uk/Design-Hackers-Reverse-Engineering-B...

Bayesian Methods for Hackers http://www.amazon.co.uk/Bayesian-Methods-Hackers-Probabilist...

EDIT: I'm not the author, but you can find Bayesian Methods for Hackers (free, released by the author) at the link below. I think it's a great resource for anyone wanting to explore Bayesian methods using Python.

https://github.com/CamDavidsonPilon/Probabilistic-Programmin...