Christopher Bishop's "Introduction to Bayesian Inference"
Watch this lecture, which discusses Bayesian Inference. You may wish to work through the slides provided on the right-hand side of the screen as Bishop lectures. Focus on learning the rules of probability and understanding the terms Bayes' theorem, Bayesian inference, probabilistic graphical models. Make sure you know how factor graphs are used.
Click http://videolectures.net/mlss09uk_bishop_ibi/ link to open resource.