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Surv."],"published-print":{"date-parts":[[2020,1,31]]},"abstract":"<jats:p>Bayesian (machine) learning has been playing a significant role in machine learning for a long time due to its particular ability to embrace uncertainty, encode prior knowledge, and endow interpretability. On the back of Bayesian learning\u2019s great success, Bayesian nonparametric learning (BNL) has emerged as a force for further advances in this field due to its greater modelling flexibility and representation power. Instead of playing with the fixed-dimensional probabilistic distributions of Bayesian learning, BNL creates a new \u201cgame\u201d with infinite-dimensional stochastic processes. BNL has long been recognised as a research subject in statistics, and, to date, several state-of-the-art pilot studies have demonstrated that BNL has a great deal of potential to solve real-world machine-learning tasks. However, despite these promising results, BNL has not created a huge wave in the machine-learning community. Esotericism may account for this. The books and surveys on BNL written by statisticians are overcomplicated and filled with tedious theories and proofs. Each is certainly meaningful but may scare away new researchers, especially those with computer science backgrounds. Hence, the aim of this article is to provide a plain-spoken, yet comprehensive, theoretical survey of BNL in terms that researchers in the machine-learning community can understand. It is hoped this survey will serve as a starting point for understanding and exploiting the benefits of BNL in our current scholarly endeavours. To achieve this goal, we have collated the extant studies in this field and aligned them with the steps of a standard BNL procedure\u2014from selecting the appropriate stochastic processes through manipulation to executing the model inference algorithms. At each step, past efforts have been thoroughly summarised and discussed. 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