Biological processes involve complex biochemical interactions among a large number of species like cells, RNA, proteins and metabolites. Learning these interactions is essential to interfering artificially with biological processes in order to, for example, improve crop yield, develop new therapies, and predict new cell or organism behaviors to genetic or environmental perturbations. For a biological process, two pieces of information are of most interest. For a particular species, the first step is to learn which other species are regulating it. This reveals topology and causality. The second step involves learning the precise mechanisms of how this regulation occurs. This step reveals the dynamics of the system. Applying this process to all species leads to the complete dynamical network. Systems biology is making considerable efforts to learn biological networks at low experimental costs. The main goal of this thesis is to develop advanced methods to build models for biological networks, taking the circadian system of Arabidopsis thaliana as a case study. A variety of network inference approaches have been proposed in the literature to study dynamic biological networks. However, many successful methods either require prior knowledge of the system or focus more on topology. This thesis presents novel methods that identify both network topology and dynamics, and do not depend on prior knowledge. Hence, the proposed methods are applicable to general biological networks. These methods are initially developed for linear systems, and, at the cost of higher computational complexity, can also be applied to nonlinear systems. Overall, we propose four methods with increasing computational complexity: one-to-one, combined group and element sparse Bayesian learning (GESBL), the kernel method and reversible jump Markov chain Monte Carlo method (RJMCMC). All methods are tested with challenging dynamical network simulations (including feedback, random networks, different levels of noise and number of samples), and realistic models of circadian system of Arabidopsis thaliana. These simulations show that, while the one-to-one method scales to the whole genome, the kernel method and RJMCMC method are superior for smaller networks. They are robust to tuning variables and able to provide stable performance. The simulations also imply the advantage of GESBL and RJMCMC over the state-of-the-art method. We envision that the estimated models can benefit a wide range of research. For example, they can locate biological compounds responsible for human disease through mathematical analysis and help predict the effectiveness of new treatments.