An intuitive introduction to Bayesian reasoning. So I've been working through this -- slowly -- for the past couple of days, and I have to say I've found unexpectedly illuminating and rewarding.
→[More:]I know it's not exactly fun and this author is rather dry, but it seems he'd much rather you truly understand than just memorize a set of rules, and so he takes a lot of time to both step you through it and challenge you to figure out the next step on your own. In the end, he ties it up in a philosophical bow that seems to have significant implications for both the scientific method and artificial intelligence. Much more fascinating than I thought it would be.