Recommended Rationalist Reading



From this month's Open Thread, Stirling Westrup asks:

There is much mention in this blog about Bayesian rationality, or the use of Bayes' methods in decision making. Now, I studied Bayes conditional probabilities in Statistics class in University many years ago, but my knowledge of the theory ends there. Can you recommend any good books on the subject?

In fact, do you folks have a recommended reading list (other than this blog, of course!) for those trying to identify and overcome their own biases?

I second the question.  My own recommendations will be found in the comments.