{"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/mixed-hamiltonian-monte-carlo-for-mixed","title":"Mixed Hamiltonian Monte Carlo for Mixed Discrete and Continuous Variables","arxiv_id":"1909.04852","date":"2019-09-11","proceeding":null,"authors":["Guangyao Zhou"],"abstract":"Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with mixed discrete and continuous variables. In this paper, we propose mixed HMC (M-HMC) as a general framework to address this limitation. M-HMC is a novel family of MCMC algorithms that evolves the discrete and continuous variables in tandem, allowing more frequent updates of discrete variables while maintaining HMC's ability to suppress random-walk behavior. We establish M-HMC's theoretical properties, and present an efficient implementation with Laplace momentum that introduces minimal overhead compared to existing HMC methods. The superior performances of M-HMC over existing methods are demonstrated with numerical experiments on Gaussian mixture models (GMMs), variable selection in Bayesian logistic regression (BLR), and correlated topic models (CTMs).","url_abs":"https://arxiv.org/abs/1909.04852v6","url_pdf":"https://arxiv.org/pdf/1909.04852v6.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":"mixed-hamiltonian-monte-carlo-for-mixed","repo_url":"https://github.com/StannisZhou/mixed_hmc","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"jax","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":"https://app.syntology.ai/?focus=1909.04852","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1909.04852"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+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. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/StannisZhou/mixed_hmc","reach":null}],"summary":{"ran_violates":1},"by_repo_kind":{},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":1,"samples":[{"code_sha256_prefix":"dfa2b9d7cdc8e473","entry":"softmax","repo":null,"repo_kind":null,"path":null,"file_url":null,"link_basis":"identical_code_first_harvested_elsewhere","language":"python","status":"ran_violates","verification_level":1,"contract_check":"VIOLATES","metamorphic_tier":"invariant","behaviour_fingerprint":true,"licence":null,"inline_ok":false,"mcp_get_code":{"code_sha256":"dfa2b9d7cdc8e473"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}