- Information Theory, Inference and Learning Algorithms Textbook by David J. C. MacKay (free pdf: http://www.inference.phy.cam.ac.uk/itila/)
Other things:
- (the already mentioned http://camdavidsonpilon.github.io/Probabilistic-Programming-...)
- https://github.com/markdregan/Bayesian-Modelling-in-Python (a practical introduction to PyMC3)