 MCMC Using Hamiltonian Dynamics by Radford M. Neal

By Radford M. Neal. Chapter 5 of Handbook of Markov Chain Monte Carlo.

Author chapter: sites.stat.columbia.edu/gelman/bayescomputation/Neal2011.pdf

Sections 5.3.1–5.3.2 define the augmented canonical density, refreshed Gaussian momenta, leapfrog-based proposal, Metropolis correction and proof of invariance. The chapter dates from 2011; its arXiv posting is later.