Selected examples of Bayesian inference using MCMC

1. Bayesian inference using Metropolis-Hastings sampler
2. Bayesian negative binomial regression from scratch
3. Bayesian linear regression using Gibbs sampler
4. PyStan examples

1. Gelman, Andrew, John B. Carlin, Hal S. Stern, David B. Dunson, Aki Vehtari, and Donald B. Rubin. Bayesian data analysis. CRC press, 2013.