Blog 3 of 4 on Bayesian methods in ML for RBC Borealis concerns Bayesian Neural Networks (i.e., Bayesian methods for NNs from a parameter-space perspective):

https://rbcborealis.com/research-blogs/bayesian-neural-networks/

Parts 1 and 2 (linked in article) introduced Bayesian methods. Coming soon in part 4: NNGPs