Try my new interactive online course "Fundamentals of Bayesian Data Analysis in R" over at DataCamp: https://www.datacamp.com/courses/fund...

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This is part one of a three part introduction to Bayesian data analysis. This first part aims to explain what Bayesian data analysis is. See here for part 2:    • Introduction to Bayesian data analysi...  

Here are links to the exercises mentioned in the video:
R - https://goo.gl/cxfnYK (if this link does not work for you try http://rpubs.com/rasmusab/257829)
Python - https://goo.gl/ceShN5

More Bayesian stuff can be found on my blog: http://sumsar.net. :)