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The Elements of Statistical Learninghttp://www-stat.stanford.edu/~tibs/ElemStatLearn/
A First Course in Bayesian Statistical Methodshttp://www.amazon.com/Bayesian-Statistical-Methods-Springer-Statistics/dp/1441928286/ref=sr_1_24?ie=UTF8&qid=1372250835&sr=8-24&keywords=bayesian
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