some useful books available as a PDF:

David Barber "Bayesian Reasoning and Machine Learning" http://web4.cs.ucl.ac.uk/staff/D.Barber/pmwiki/pmwiki.php?n=... -- Thorough and systematic, accompanied by a Matlab library

Marc Steyvers "Computational Statistics with Matlab" http://psiexp.ss.uci.edu/research/teachingP205C/205C.pdf -- Somewhat unfinished but very good hands-on guide for a total novice

David Draper "Bayesian Modeling, Inference and Prediction" https://users.soe.ucsc.edu/~draper/draper-BMIP-dec2005.pdf -- Quite good if you're already familiar with a field, might be slightly daunting for a beginner

and the classic, David MacKay's "Information Theory, Inference, and Learning Algorithms" http://www.inference.phy.cam.ac.uk/itprnn/book.html