The intuition behind the Hamiltonian Monte Carlo algorithm

About

This channel is intended to provide a detailed explanation of the majority of undergraduate & graduate courses in econometrics, with as much emphasis as possible on intuition & examples rather than hardcore mathematics. The undergraduate course in particular which I provide does not use any linear algebra in the given derivations. The graduate course extends the undergraduate course by covering the same topics more completely using matrix algebra, and going into the asymptotic behaviour of estimators in more depth. Recently, I have published a book on Bayesian inference and include here a video series on this topic.