If you are looking for an explanation of MCMC that focuses on intuitive understanding to complement more mathematical introductions, I wrote a blog post trying

If you are looking for an explanation of MCMC that focuses on intuitive understanding to complement more mathematical introductions, I wrote a blog post trying to explain things in simple terms here: https://twiecki.io/blog/2015/11/10/mcmc-sampling/ https://twiecki.io/blog/2015/11/10/mcmc-sampling/