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I found the book from David Mackay on Information Theory, Inference, and Learning Algorithms to be well written and easy to follow. Plus it is freely available from his website: https://www.inference.org.uk/itprnn/book.pdf

It goes through fundamentals of Bayesian ideas in the context of applications in communication and machine learning problems. I find his explanations uncluttered.



Really sad he died of cancer a few years ago.




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