Here's a really cool interactive visualization of the Hamiltonian Monte Carlo algorithm, where you can choose different target distributions and play around wit

Here's a really cool interactive visualization of the Hamiltonian Monte Carlo algorithm, where you can choose different target distributions and play around with the algorithm parameters: https://chi-feng.github.io/mcmc-demo/app.html?algorithm=HamiltonianMC&target=banana https://chi-feng.github.io/mcmc-demo/app.html?algorithm=Hami... Source code: https://github.com/chi-feng/mcmc-demo/blob/master/algorithms/HamiltonianMC.js https://github.com/chi-feng/mcmc-demo/blob/master/algorithms... It also has visualizations for other flavors of Hamiltonian Monte Carlo, including the No-U-Turn Sampler (NUTS) used by Stan.