{"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/introducing-an-explicit-symplectic","title":"Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo","arxiv_id":"1910.06243","date":"2019-10-14","proceeding":null,"authors":["Adam D. Cobb","Atılım Güneş Baydin","Andrew Markham","Stephen J. Roberts"],"abstract":"We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to the currently used generalised leapfrog symplectic integrator, which relies on solving multiple fixed point iterations to convergence. Via this approach, we are able to reduce the number of higher-order derivative calculations per leapfrog step. We explore the implications of this integrator and demonstrate its efficacy in reducing the computational burden of RMHMC. 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