EJ Wagenmakers and I have written a graduate coursebook, published by Cambridge University Press.
Lee, M.D., & Wagenmakers, E.-J. (2013). Bayesian Cognitive Modeling: A Practical Course. Cambridge University Press.
We teach this course for a week in Amsterdam, during the summer. We’d love to see you there. Follow this link for the most recent course page.
More recently, I wrote a review chapter for the forthcoming Stevens’ handbook. It focuses on two areas where I now think the book could do a little better: (1) giving more emphasis to determining priors, and (2) integrating parameter estimation and model selection more tightly in applications.