Bayesian Data Analysis

If I should ever have a tattoo, that would be

$$p(\theta|y)= \frac{p(y|\theta)p(\theta)}{p(y)}$$

Mattias Villani

Prerequisite

Literature

Part I: Bayesian Theory and Models

Part II: Bayesian Advanced Modeling

Software

Computer code

External Reading

If you have good command of elementary statistics, this is a good first book for someone who is interested in practical uncertainty quantification, that would like to learn about the Big Picture. It is a book about thinking and working like a Bayesian, rather than about techniques of Bayesian estimation.