I am wondering what kinds of mathematics we need to fundamentally understand Probabilistic Programming?

Are there any recommended books or tutorials?

it’s a bit hard to say since probabilistic programming lies somewhere at the intersection of bayesian modeling/inference and programming languages. one place to look is this survey. if there are *specific areas* you’d like references for please be more specific. note, also, that the pyro docs also include many references, e.g. for stochastic variational inference.

Thanks, for the reply.

It seems * Probabilistic Programming & Bayesian Methods for Hackers* is a good book for beginners like me. The book uses PyMC as examples though.