Are there any good books for me to learn probability programming? For example, I am new to Latent Dirichlet allocation (LDA) and Gibbs sampling. I have read some books about the techniques, but it still feels hard to develop programs to apply them. Are there any books that can help?
I have taken some courses in machine learning, statistics and data mining. I am familiar with discriminant classifiers such as Support Vector Machines and the basic knowledge in generative classification. So I understand the concept in Naive Bayes Classification and Language models in Information Retrieval. I am new to the field of Latent variable analysis and graph modeling. Specifically, are there any books about how to develop programs related sampling, bayes inference? For instance, if I want to implement LDA using Gibbs sampling, any book can help? It is preferable if it has some easy understandable codes using toy examples.