{"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/metropolis-augmented-hamiltonian-monte-carlo","title":"Metropolis Augmented Hamiltonian Monte Carlo","arxiv_id":"2201.08044","date":"2022-01-20","proceeding":null,"authors":["Guangyao Zhou"],"abstract":"Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other Metropolis-Hastings (MH) samplers. The common HMC-within-Gibbs strategy implies a trade-off between long HMC trajectories and more frequent other MH updates. Addressing this trade-off has been the focus of several recent works. In this paper we propose Metropolis Augmented Hamiltonian Monte Carlo (MAHMC), an HMC variant that allows MH updates within HMC and eliminates this trade-off. Experiments on two representative examples demonstrate MAHMC's efficiency and ease of use when compared with within-Gibbs alternatives.","url_abs":"https://arxiv.org/abs/2201.08044v2","url_pdf":"https://arxiv.org/pdf/2201.08044v2.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":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"metropolis-augmented-hamiltonian-monte-carlo","repo_url":"https://github.com/StannisZhou/mixed_hmc","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"jax","reach":null},{"paper_slug":"metropolis-augmented-hamiltonian-monte-carlo","repo_url":"https://github.com/stanniszhou/mahmc","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"jax","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2201.08044","atlas_url":"https://app.syntology.ai/?focus=2201.08044","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2201.08044"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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