Doing a master's degree after PhD. Is it advisable?
I think a postdoc would better suit your purposes. The benefit is just not there to pursue a masters degree. Further, unless you are trying to go into a field that requires that specific degree as a prerequisite for entry, you can easily teach yourself from open source material. 

The benefits of a postdoc are that it allows you to make a transition in your academic career while getting paid better than a graduate student. You also do not have the pressure of course work or degree requirements. 

I used my postdoc to strengthen my programming skills, begin work in machine learning, and to expose myself to bayesian statistics. This sounds pretty similar to where you are at.