This fifth seminar in the Bayesian Seminar series introduced the Metropolis Hastings algorithm.  The first chapter of first chapter of Markov Chain Monte Carlo in Practice discusses the basic theory.  The script and data for the example are here Metropolis

The fourth in the Bayesian Seminar series examined linear regression in a Bayesian context.  The script is here SimpleLinearRegression

The third in the Bayesian Seminar series developed basic skills with WinBUGs.  WinBUGs can be freely downloaded from the WinBUGs site. The scripts used discussed in the seminar can be found here Scripts

The second seminar in the series focused on a variety of simple problems.  The notes can be found here: Bayes