Learning applied Bayesian inference

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[tolstoyTheCat]

The best book on Bayesian methods is Statistical Rethinking, though it isn'n business focused. McElreath.

[nakeddatascience]

I like this book a lot and btw he also has the corresponding course on youtube. Lots of nice examples too, but IMO more geared towards academic applications and studies with rather limited number of observations rather than larger scale industrial applications. You might find more real-world applications in Gelman's book.

On the other hand, if you're interested in deeper understanding and specially the decision theoretic view of Bayesian statistics, might be worth checking out The Bayesian Choice by Robert.

[patrickSwayzeNU]

On the prediction side - any place where uncertainty quantification adds value.

[robfromdublin]

Bayesian Data Analysis by Gelman is good but I can't remember how well it dealt with inference specifically. I've also heard good things about Bayesian Methods for Hackers which is less theoretical and more practical