This tutorial introduces the advances in deep Bayesian learning with abundant applications for natural language understanding ranging from speech recognition (Saon and Chien, 2012; Chan et al., 2016) to document summarization (Chang and Chien, 2009 ), text classification (Blei et al., 2003; Zhang et al., 2015) , text segmentation (Chien and Chueh, 2012) , information extraction (Narasimhan et al., 2016) , image caption generation (Vinyals et al., 2015; Xu et al., 2015) , sentence generation (<cite>Li et al., 2016b</cite>) , dialogue control (Zhao and Eskenazi, 2016; Li et al., 2016a) , sentiment classification, recommendation system, question answering (Sukhbaatar et al., 2015) and machine translation , to name a few.