1. Intro to probability:
https://betanalpha.github.io/assets/case_studies/probability_theory.html
2. Workflow:
https://betanalpha.github.io/assets/case_studies/principled_bayesian_workflow.html
3. Diagnosis:
https://betanalpha.github.io/assets/case_studies/divergences_and_bias.html
4. HMC: https://www.youtube.com/watch?v=jUSZboSq1zg
5. Validating inference: https://arxiv.org/abs/1804.06788
6. Calibrating inference: https://arxiv.org/abs/1803.08393
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