Radford M. Neal 2026-11-05
Radford M. Neal works on Bayesian inference, machine learning and computational methods for complex probability distributions. His research page lists neural networks, Gaussian processes and Markov chain Monte Carlo.[ref]
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]
