I converted my blog from WordPress.com to a self hosted site. The new url is http://thinkingmachineblog.net. I have migrated all of the posts to the new site and am in the process of doing the same for the blogroll.
With self hosting, I am able to embed videos and use MathJax to render LaTex in posts.
I kept the theme and am attempting to keep the layout unchanged. If there is anything you notice as missing, please let me know (see the About page for contact information).