- Bayesian Statistics Made Simple (Allen Downey)
- Bayesian Data Science: Probabilistic Programming (Eric Ma)
- Introduction to Bayesian Model Evaluation, Visualization, and Comparison Using Arviz
- Basic MCMC sampling: https://twiecki.io/blog/2015/11/10/mcmc-sampling/
- Illustrated review of different proposal methods for MCMC: http://elevanth.org/blog/2017/11/28/build-a-better-markov-chain/
- A Conceptual Introduction to Hamiltonian Monte Carlo