If you are near Columbia the visiting students post baccalaureate program(run by the SPS last I recall) allows you to take for credit courses in the Social Sciences department. Professor Ben Goodrich has an excellent course on Bayesian Statistics in Social Sciences which teaches it using R(now it might be in Stan).

That course is a good balance between theory and practice. It gave me a practical intuition understanding why posterior distribution of parameters and data are important and how to compute them.

I took the course in 2016 so a lot could have changed.