The course is mostly self-contained, but reading a textbook will help you with your understanding.
- Bayesian Methods for Hackers by Cameron Davidson-Pilon. Scroll down to the PyMC3 part in the README.
- Model Based Machine Learning
- Statistical Rethinking: A Bayesian Course with Examples in R and Stan by Richard McElreath.
It is strongly suggested you buy the above book.
- Bayesian Data Analysis, by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin. 3rd Edition.
We will not be using R or Stan, but the principles remain the same.