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@sp_monte_carlo this book: https://t.co/v5OQMNVnLF has a few extra nice things (although it's true that if we start with this we may never end the list)
Independent Random Sampling Methods
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 Direct Methods
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Altmetric BadgeChapter 3 Accept–Reject Methods
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Altmetric BadgeChapter 4 Adaptive Rejection Sampling Methods
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Altmetric BadgeChapter 5 Ratio of Uniforms
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Altmetric BadgeChapter 6 Independent Sampling for Multivariate Densities
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Altmetric BadgeChapter 7 Asymptotically Independent Samplers
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Altmetric BadgeChapter 8 Summary and Outlook