To build a blog application with PHP, you will need to follow these steps:

1. Set up a development environment: Install a web server (such as Apache), PHP, and a database server (such as MySQL) on your computer. You can use XAMPP or WAMP to set up a local development environment easily.

2. Create a database: Use a tool like phpMyAdmin or the MySQL command line to create a new database for your blog. Design the necessary tables, such as “posts” and “users”.

3. Establish a database connection: In your PHP code, establish a connection to the database using the appropriate database credentials.

4. Create the user interface: Design the front-end of your blog using HTML, CSS, and JavaScript. Create the necessary web pages for displaying blog posts, creating new posts, editing posts, and managing users.

5. Create PHP scripts: Write PHP scripts to handle the different functionalities of the blog application. For example, you will need scripts to fetch blog posts from the database, create new posts, edit existing posts, and handle user authentication.

6. Handle form submissions: Use PHP to handle form submissions. Validate user input, sanitize data to prevent SQL injection, and store the data into the database.

7. Implement user authentication: Create a user registration form and a login form. Use PHP to implement authentication mechanisms, such as generating and storing hashed passwords, and verifying credentials before granting access to certain pages.

8. Retrieve data from the database: Use SQL queries to retrieve data from the database and display it on the blog pages. For example, you might retrieve the list of blog posts or the details of a specific post.

9. Create CRUD operations: Implement CRUD (Create, Read, Update, Delete) functionalities for blog posts. Create scripts to add new posts, edit existing posts, and delete posts from the database.

10. Implement pagination: If you have a large number of posts, you might want to implement pagination to display a limited number of posts per page. This can improve performance and user experience.

11. Implement search functionality: Allow users to search for blog posts based on keywords. Add a search form and implement the search functionality in PHP, using SQL queries to search for matching posts.

12. Add commenting functionality: Allow users to add comments to blog posts. Use PHP to store comments in the database and retrieve them to display on blog pages.

13. Implement security measures: Implement security measures such as validating user input, preventing SQL injection attacks, and protecting against cross-site scripting (XSS) attacks.

14. Deploy the application: Once you have tested your application locally, deploy it to a live server. Set up the necessary server configurations and migrate your database.

15. Test and debug: Test your application thoroughly to ensure it works as expected. Use debugging tools and error logging to identify and fix any issues.

16. Improve and optimize: Continuously improve and optimize your application based on user feedback and performance analysis. Enhance the user interface, add new features, and optimize database queries for better performance.

By following these steps, you can build a fully functional blog application using PHP.