Bayesian inference and Gaussian processes Authors: Carl Edward Rasmussen
Quite useful as the presenter concludes with disambiguating terminology used differently in the field. Same terms used to mean different things, different terms to mean the same thing. Hmmm, that sounds really familiar. 😉
Start with this lecture before Dirichlet Processes: Tutorial and Practical Course
BTW, if this seems a bit AI-ish, consider it to be the reverse of supervised classification (person helps machine), that is machine helps person, but the person should say when answer is correct.