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Is there a good book/pdf similar to "Elements of Statistical Learning" that's available for free online, that deals with Bayesian statistics, ideally with code for R?

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Well, given that you asked for something similar to the elements, I'm going to assume that you are of a machine learning bent.

Therefore, I would suggest the following:

Bayesian Reasoning and Machine Learning

Additionally, if you are looking for something a little more introductory, I would suggest Think Bayes

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  • $\begingroup$ That's correct about the ML bent. Great suggestions. Thank you. $\endgroup$
    – screechOwl
    Commented Jan 11, 2013 at 1:06

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