MCMC Using Hamiltonian Dynamics by Radford M. Neal (source code)

= MCMC Using Hamiltonian Dynamics by Radford M. Neal
{c}
{tag=Work by Radford M. Neal}
{title2=2011}

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

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

https://arxiv.org/abs/1206.1901

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.