Bayesian Analysis using R
Introduction to Machine Learning and its Applications in Bioinformatics
Introduction to Machine Learning: A Review
A Bayesian View to some Frequentist problems
Probability and Random Variables: A Glance
Bayesian Estimation for Tracking Multiple Objects: Sequential Monte Carlo Methods
Some Results on Source Coding Problem with Privacy Condition
Packing and Covering Lemma
Peter Orbanz has collected a list of Tutorials on Bayesian Nonparametrics.
Arnaud Doucet's talk on Sequential Monte-Carlo Methods.
Micheal Jordan's notes on Graphical Model.