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by t-vi 1052 days ago
It knows nothing of the modern stuff (because MacKay died too early), but skipping the first parts of David MacKay: Information Theory, Inference, and Learning Algorithms you get a very accessible course in (200x) Bayesian Inference that should cover most of what you need for diving into PPL applications.

http://www.inference.org.uk/mackay/itila/book.html