David Blei's trio

COS513: Foundations of Probabilistic Modeling
http://www.cs.princeton.edu/courses/archive/fall10/cos513/

COS597C: Advanced Methods in Probabilistic Modeling

http://www.cs.princeton.edu/courses/archive/fall11/cos597C/

COS597C: Bayesian Nonparametrics
http://www.cs.princeton.edu/courses/archive/fall07/cos597C/syllabus.html