Saharon Rosset | Tutorial | Markov Chain Monte Carlo: Introduction and Applications.
Related papers:
1. A simple introduction to Markov Chain MonteâCarlo sampling by van Ravenzwaaij et al.: https://link.springer.com/article/10.3758/s13423-016-1015-8
2. (Book) Monte Carlo Strategies in Scientific Computing by Liu
3. (Book)Randomization, Bootstrap and Monte Carlo Methods in Biology by Manly