By Radford M. Neal. Chapter 5 of Handbook of Markov Chain Monte Carlo.
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.
Radford M. Neal 2026-11-05
His MCMC Using Hamiltonian Dynamics by Radford M. Neal develops Hamiltonian Monte Carlo: introduce auxiliary momenta, simulate approximately energy-preserving motion and correct discretization error with a Metropolis–Hastings algorithm. Longer, directed proposals can explore a target more effectively than a diffusive random walk. The combination of volume preservation, reversibility and an acceptance correction explains why an approximate numerical trajectory can still produce the intended invariant distribution.[ref]
Figure 1.
Radford M. Neal
. Portrait linked from the author homepage. Source.