Solved – Hamiltonian Monte Carlo for dummies

bayesianhamiltonian-monte-carlo

Could you provide a step-by-step for dummies explanation of how Hamiltonian Monte Carlo work?

PS: I've already read the answers here, Hamiltonian monte carlo, and here, Hamiltonian Monte Carlo vs. Sequential Monte Carlo, and here, Hamiltonian Monte Carlo: how to make sense of the Metropolis-Hasting proposal? and they do not address it in a step-by-step way.

Best Answer

As mentioned in the comments by cwl, bjw and Sycorax, the following resources are useful (I can recommend them from my own experience as well):

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