Deep neural networks (DNNs) have recently achieved impressive success across a wide range of real-world vision and language processing tasks, spanning from image classification to many other downstream vision tasks, such as object detection, tracking, and segmentation. However, previous well-established DNNs, despite being able to maintain superior accuracy, have also been evolving to be deeper and wider and thus inevitably necessitate prohibitive computational resources for both training and inference. This trend further enlarges the computational gap between computation-intensive DNNs and resource-constrained embedded computing systems, making it challenging to deploy powerful DNNs upon real-world embedded computing systems towards ubiquitous embedded intelligence. To alleviate the above computational gap and enable ubiquitous embedded intelligence, we, in this survey, focus on discussing recent efficient deep learning infrastructures for embedded computing systems, spanning from training to inference, from manual to automated, from convolutional neural networks to transformers, from transformers to vision transformers, from vision models to large language models, from software to hardware, and from algorithms to applications. Specifically, we discuss recent efficient deep learning infrastructures for embedded computing systems from the lens of (1) efficient manual network design for embedded computing systems, (2) efficient automated network design for embedded computing systems, (3) efficient network compression for embedded computing systems, (4) efficient on-device learning for embedded computing systems, (5) efficient large language models for embedded computing systems, (6) efficient deep learning software and hardware for embedded computing systems, and (7) efficient intelligent applications for embedded computing systems.