Earlier quoted context omitted.
What is a book / course on statistics that I can go through before this so that I can understand this?
I found the book from David Mackay on Information Theory, Inference, and Learning Algorithms to be well written and easy to follow. Plus it is freely available from his website: https://www.inference.org.uk/itprnn/book.pdf It goes through fundamentals of Bayesian ideas in the context of applications in communication and machine learning problems. I find his explanations uncluttered.
Really sad he died of cancer a few years ago.