Sean Talts and Bob Carpenter pointed us to this awesome MCMC animation site by Chi Feng. For instance, here’s NUTS on a banana-shaped density.
This is indeed super-cool, and maybe there’s a way to connect these with Stan/ShinyStan/Bayesplot so as to automatically make movies of Stan model fits. This would be great, both to help understand what the sampler is doing, and to demonstrate to outsiders what Stan does.