To clarify, it has been studied in Zoubin Ghahramani's group [1] (and also more recently in Ryan Adam's group [2]), and it's most widely known through Radford Neal [3] who's won a lot of competitions using the Bayesian approach to NNs.

[1] http://mlg.eng.cam.ac.uk

[2] http://hips.seas.harvard.edu

[3] http://www.cs.utoronto.ca/~radford/res-neural.html