The song in the flashback of mad pierrot is a cover of Pink Floyd's "On The Run" performed by The Seatbelts.
In addition to the Jean-Luc Godard film Pierrot the Fool (1965), the title of the episode also references the similarly titled Yellow Magic Orchestra song, "Mad Pierrot." The main villain of the episode is given the codename Tongpu, also referring to a Yellow Magic Orchestra song, "Tong Poo." Furthermore, lyricist Chris Mosdell wrote a number of songs with Yellow Magic Orchestra, and later went on to write the lyrics to a song for Cowboy Bebop: The Movie (2001).
The scene with Tengpu's ISSP testing flashback based on "Project MKUltra" - sometimes referred to as the CIA's mind control program.