Think Bayes - 2nd Edition

Coursera companion textbook covering Bayesian inference from foundations to advanced modeling. Includes prior elicitation, hypothesis testing, regression, and model selection using R and BAS package.

Merlise Clyde, Mine Cetinkaya-Rundel, Colin Rundel, David Banks, Christine Chai, Lizzy Huang

Concise introduction to Bayesian data analysis covering parameter estimation, model comparison, MCMC, and hierarchical models with worked examples throughout.

Brendon J. Brewer