I've been fortunate enough to have the opportunity to be the primary instructor for two classes — Information Theory (APMA 1710) and Introduction to Machine Learning (CSCI 1950-F) — and have had the pleasure of teaching some outstanding students. To accompany these courses, I created a number of video lectures which are posted on YouTube (see below). In 2012, I was honored to receive the Presidential Award for Excellence in Teaching. (One Brown University graduate student is selected for the award each year, out of approximately 400 with teaching positions.)
 
Claude Shannon

Information theory
APMA 1710
Fall 2011
Brown University
Course website

 

Introduction to Machine Learning
CSCI 1950-F
Summer 2011
Brown University
Course website

 
video screenshot

I've created several series of video lectures, which are posted at the mathematicalmonk channel on YouTube:
Probability primer series (43 videos)
Machine learning series (160 videos)
Information theory series (54 videos)