Duane et al 1987: Hamiltonian dynamics gives long-jump proposals avoiding random-walk diffusion; basis of NUTS sampler (Hoffman-Gelman 2014) in Stan/PyMC.
Duane et al 1987: Hamiltonian dynamics gives long-jump proposals avoiding random-walk diffusion; basis of NUTS sampler (Hoffman-Gelman 2014) in Stan/PyMC.