Keep in mind that this is a work in progress and the list must me enhanced.

MCMC theory

• von Toussaint, U. (2011). Bayesian inference in physics. Reviews of Modern Physics (Vol. 83, Issue 3, pp. 943–999). American Physical Society (APS). https://doi.org/10.1103/revmodphys.83.943

• Hogg, D. W., Bovy, J., & Lang, D. (2010). Data analysis recipes: Fitting a model to data. arXiv. https://doi.org/10.48550/ARXIV.1008.4686

MCMC Implementation

• The official emcee documentation.
• Pasha, I. MCMC: A (very) begginer’s guide. Github tutorials link
• Wouter Deconinck, William & Mary. Implementations for problems in “Data analysis recipes: Fitting a model to data”. Github repo link

Other useful libraries

• scipy.optimize provides many useful tools for optimizing functions in Python. This can be used in MCMC to improve the initial guess before we start running chains.