MCMC Using Hamiltonian Dynamics, Radford M. Neal, 2011Handbook of Markov Chain Monte Carlo (Chapman & Hall/CRC)DOI: 10.1201/b10905-6 - A review chapter on Hamiltonian Monte Carlo, providing the theoretical background for NUTS.
Bayesian Data Analysis, Andrew Gelman, John B. Carlin, Hal S. Stern, David B. Dunson, Aki Vehtari, Donald B. Rubin, 2013 (CRC Press)DOI: 10.1201/b16018 - A standard textbook on Bayesian inference, covering MCMC methods including HMC and NUTS.
Stan User's Guide, Stan Development Team, 2011 - Official documentation providing practical details and information on NUTS as implemented in Stan.