Exploring Bayesian Methods

Bayesian methods can be used to deal with uncertainty.
Here are some links that help to explore the area:
Bayesian Inference
Empirical Bayes
Hierarchal Bayes
Bayesian Network
Bayes' theorem

Statistics Topics
Expected Value
Likelihood
Mean
Variance
Mean Squared Error (MSE)
Posterior Probability
Conditional, Joint, and Marginal Probability
Utility Functions (Link  2)

Distributions
Normal
Gamma
Poisson
Beta
Binomial
Conjugate Prior

Other Related Topics
Markov Chain Monte Carlo (MCMC)
Simulated Annealing
Tabu Search (Link 2)
Kalman Filter (Link 2)
Particle Filter
Directed Acyclic Graphs (DAG)
Markovian Random Field (MRF)
EM Algorithm (Bayesian Structural EM - Friedman)
Reading List of Bayesian Methods

Helpful Software
JavaBayes
Graphviz

Useful Java Libraries
Colt
Tomato