Although the emphasis is on practical methods of data analysis, concepts of Bayesian inference are introduced and MCMC methods are carefully explained. The course provides ample opportunity for hands-on practical work with WinBUGS and R. No prior knowledge of either is assumed. Starting from simple ideas, a Bayesian modelling framework is developed covering generalised linear models, hierarchical models and a variety of applications. The course also covers MCMC diagnostics and methods of model checking and selection.