Comment by malshe

I had to learn Bayesian econometrics mostly on my own[1]. Fortunately, Jeff Miller[2] created a series of fantastic YouTube videos to explain Markov Chain Monte Carlo in detail. Personally, I prefer to learn mathematical concepts with equations and develop the intuition on my own. If you have the same preference, you will find his videos really helpful: https://www.youtube.com/watch?v=12eZWG0Z5gY

[1] I am lucky to know people who are fantastic Bayesian modelers and they helped me polish my concepts.

[2] https://jwmi.github.io/index.html