Shameless plug: I wrote some high quality (I hope) notes on HMC, because I couldn't find an explanation that was (a) rigorous, (b) explained the different point

Shameless plug: I wrote some high quality (I hope) notes on HMC, because I couldn't find an explanation that was (a) rigorous, (b) explained the different points of view of MCMC, and (c) was visual! Here's the notes: https://github.com/bollu/notes/blob/master/mcmc/report.pdf https://github.com/bollu/notes/blob/master/mcmc/report.pdf Feedback is much appreciated.