The paper, “Understanding the Metropolis-Hastings Algorithm” by Chib and Greenberg is a vintage paper that illustrates the nuts and bolts of the algorithm. The following is a link to the document that summarizes the paper. Summary of Metropolis Hastings Algorithm

Summary of the main points from the paper

[youtube https://www.youtube.com/watch?v=fZB2vVHmiug?rel=0]

The book serves a nice intro to Bayes theory for an absolute newbie. There is minimal math in the book. Whatever little math that’s mentioned, is accompanied by figures and text so that a newbie to this subject “gets” the basic philosophy of Bayesian inference. The book is a short one spanning 150 odd pages that can be read in a couple of hours. The introductory chapter of the book comprises few examples that repeat the key idea of Bayes.

[youtube https://www.youtube.com/watch?v=cgclGi8yEu4?rel=0]