The second edition of Finn Jensen’s Bayesian Networks and Decision Graphs was just published this month. I haven’t read it yet, but I’m a fan of the first edition and Finn’s other book: An Introduction to Bayesian Networks. The books are very accessible and work for self-study.
Looking at the table of content, the major addition to the 2nd edition is chapters on learning from data, both for parameter estimation and structure learning. Not dealing with learning was a major hole in the first edition. It made the book less useful for people from the machine learning community. Fixing that in the 2nd edition should make this a welcome introduction to Bayesian networks for all practitioners.
More info at their website.