What should Yuling include in his course on statistical computing?

Yuling writes:

I have been creating a new course for a PhD level core class on statistical computing in my department. Due to my personal bias, this course will be largely computing methods for Bayesian inference (or probabilistic ML).

I have created a tentative schedule for this course.

Any suggestions on the topics or reading materials that I try to cover?

Please leave your suggestions for topics and reading materials, or any other thoughts you have on statistical computing, in the comments.

My suggestion is that Yuling have them read my article with Aki, What are the most important statistical ideas of the past 50 years?, which is not just about computing but could be helpful to give students a sense of the motivation behind many of the developments in computational statistics.