Weight Uncertainty in Neural Networks, Charles Blundell, Julien Cornebise, Koray Kavukcuoglu, and Daan Wierstra, 2015Proceedings of the 32nd International Conference on Machine Learning (ICML 2015), Vol. 37DOI: 10.48550/arXiv.1505.05424 - Introduces Bayes by Backprop, a variational inference method for training BNNs, which is mentioned as an approximation technique for posterior inference.
Bayesian Learning for Neural Networks, Radford M. Neal, 1996 (Springer-Verlag)DOI: 10.1007/978-1-4612-0745-0 - A foundational book covering Bayesian methods for neural networks, including MCMC techniques, providing a detailed background for estimating posterior distributions.