{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/hamiltonian-monte-carlo-without-detailed","title":"Hamiltonian Monte Carlo Without Detailed Balance","arxiv_id":"1409.5191","date":"2014-09-18","proceeding":null,"authors":["Jascha Sohl-Dickstein","Mayur Mudigonda","Michael R. DeWeese"],"abstract":"We present a method for performing Hamiltonian Monte Carlo that largely\neliminates sample rejection for typical hyperparameters. In situations that\nwould normally lead to rejection, instead a longer trajectory is computed until\na new state is reached that can be accepted. This is achieved using Markov\nchain transitions that satisfy the fixed point equation, but do not satisfy\ndetailed balance. The resulting algorithm significantly suppresses the random\nwalk behavior and wasted function evaluations that are typically the\nconsequence of update rejection. We demonstrate a greater than factor of two\nimprovement in mixing time on three test problems. We release the source code\nas Python and MATLAB packages.","url_abs":"http://arxiv.org/abs/1409.5191v5","url_pdf":"http://arxiv.org/pdf/1409.5191v5.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"hamiltonian-monte-carlo-without-detailed","repo_url":"https://github.com/Sohl-Dickstein/LAHMC","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}},{"paper_slug":"hamiltonian-monte-carlo-without-detailed","repo_url":"https://github.com/pochoi/LAHMC.jl","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1409.5191","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}