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dynm 4 days ago

I think there is a "correct" answer to this question! The best book on Monte Carlo methods is this one: https://artowen.su.domains/mc/

It's not published yet, but already a classic. (Might be more intermediate than beginner, though.)

For something a bit more gentle, I also recommend chapter 29 of this book: https://www.inference.org.uk/mackay/itila/book.html