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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.

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    If you Google Michael Betancourt, you will find a [collection of papers](https://arxiv.org/a/betancourt_m_1) and talks that should help you get beyond the dummy point. – Xi'an Feb 18 '18 at 09:18
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    I highly recommend the Conceptual paper https://arxiv.org/abs/1701.02434 as the starting point. – cwl Feb 21 '18 at 02:25
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    The section of the `stan` documentation about HMC is solid. http://mc-stan.org/users/documentation/ – Sycorax Feb 21 '18 at 16:00
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    IMHO any of the above comments could be turned into an answer - would do that myself, but would feel I got undeserved reputation :-) – Martin Modrák Feb 26 '18 at 15:17
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    Mcelreaths book, Rethinking, has a short section on metropolis sampling and provides an extensions of the analogy to Hamiltonian Monte Carlo. It really is for dummies, And very light on detail, but at least gave me an intuition for what was happening. – bjw Mar 15 '18 at 21:34

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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):

Martin Modrák
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