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This paper presents a novel method for Bayesian denoising of magnetic resonance (MR) images that bootstraps itself by inferring the prior, i.e., the uncorrupted-image statistics, from the corrupted input data and the knowledge of the Rician noise model. The proposed method relies on principles from empirical Bayes (EB) estimation. It models the prior in a nonparametric Markov random field (MRF) framework and estimates this prior by optimizing an information-theoretic metric using the expectation-maximization algorithm. The generality and power of nonparametric modeling, coupled with the EB approach for prior estimation, avoids imposing ill-fitting prior models for denoising. The results demonstrate that, unlike typical denoising methods, the proposed method preserves most of the important features in brain MR images. Furthermore, this paper presents a novel Bayesian-inference algorithm on MRFs, namely iterated conditional entropy reduction (ICER). This paper also extends the application of the proposed method for denoising diffusion-weighted MR images. Validation results and quantitative comparisons with the state of the art in MR-image denoising clearly depict the advantages of the proposed method.