[stfwn]

For me, the gradual build up of (1) maximum likelihood estimation to (2) maximum a posteriori estimation to (3) full posterior approximation (or posterior sampling) was helpful to understand where Bayesian methods are in machine learning. Here’s a great video series by Erik Bekkers, who is at the University of Amsterdam. It assumes solid knowledge of calculus & linear algebra and takes you through the math and intuition of all fundamental ML methods: https://youtube.com/playlist?list=PL8FnQMH2k7jzhtVYbKmvrMyXD...