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Found 2 papers, 1 papers with code
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
We present a novel and flexible framework for localized tuning of Hamiltonian Monte Carlo samplers by sampling the algorithm's tuning parameters conditionally based on the position and momentum at each step.
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration
A novel randomized time integrator is suggested for unadjusted Hamiltonian Monte Carlo (uHMC) in place of the usual Verlet integrator; namely, a stratified Monte Carlo (sMC) integrator which involves a minor modification to Verlet, and hence, is easy to implement.
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