Sacred and Profane: from the Involutive Theory of MCMC to Helpful Hamiltonian Hacks

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Nathan E. Glatt-Holtz , Andrew J. Holbrook , Justin A. Krometis , Cecilia F. Mondaini , Ami Sheth This is my paper · ORCID

classification stat.COmath.PRmath.STstat.MEstat.TH

keywords chaptersconnectedconsiderdeeplydistincteditionfirsthacks

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In the first edition of this Handbook, two remarkable chapters consider seemingly distinct yet deeply connected subjects ...

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The Within-Orbit Adaptive Leapfrog No-U-Turn Sampler
stat.CO 2025-06 conditional novelty 7.0 of 10

WALNUTS adapts the leapfrog step size within each orbit, controls the error with a local energy threshold, and proves the resulting sampler is reversible.