@seantalts and I will be teaching a three day course in New York City this coming November, http://events.eventzilla.net/e/introduction-to-bayesian-inference-with-stan-with-michael-betancourt-and-sean-talts-2138957098. The course will cover probability theory, common distributions, Bayesian inference, a principled Bayesian workflow, regression modeling, hierarchical modeling, and a few more goodies all complemented with extensive interactive exercises in RStan and PyStan.
The only prerequisites are a solid understanding of linear algebra, concepts in calculus (derivatives and integrals), a familiarity with your favorite between R and Python. In particular, this will be my first public course using a new module that covers all of the important concepts in probability theory as well as a review of important probability distributions and their applications.