I liked the book "Statistical Mechanics: Algorithms and Computations" by Werner Krauth. It's oriented toward physics, but IIRC he links Monte Carlo simulations

I liked the book "Statistical Mechanics: Algorithms and Computations" by Werner Krauth. It's oriented toward physics, but IIRC he links Monte Carlo simulations to the path integral formalism. There is also a MOOC (same title, same author) on Coursera that I found interesting. It doesn't not go to the same depth as the book however. They are more complementing each other, the book for theory, the MOOC for implementation exercises.