You might enjoy these notes: http://mlg.eng.cam.ac.uk/teaching/4f13/2122/ http://mlg.eng.cam.ac.uk/teaching/4f13/2122/ They give (I think) a good general overvi

You might enjoy these notes: http://mlg.eng.cam.ac.uk/teaching/4f13/2122/ http://mlg.eng.cam.ac.uk/teaching/4f13/2122/ They give (I think) a good general overview, while also going a little bit more in-depth in a few areas (e.g., Gaussian Processes).