In Gaussian targets, NUTS is shown to select critical orbit lengths (and hence mix in O(1) transitions) exactly in a parameter phase A, while outside A there are step sizes for which it selects short orbits and mixes only in O(kappa) transitions.
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On Accelerated Mixing of the No-U-turn Sampler
In Gaussian targets, NUTS is shown to select critical orbit lengths (and hence mix in O(1) transitions) exactly in a parameter phase A, while outside A there are step sizes for which it selects short orbits and mixes only in O(kappa) transitions.