{"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/split-hamiltonian-monte-carlo-revisited","title":"Split Hamiltonian Monte Carlo revisited","arxiv_id":"2207.07516","date":"2022-07-15","proceeding":null,"authors":["Fernando Casas","Jesús María Sanz-Serna","Luke Shaw"],"abstract":"We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\\theta,p)+U_1(\\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability restrictions similar to those of algorithms based on the standard leapfrog integrator. The restrictions may be circumvented by preconditioning the dynamics. Numerical experiments show that, when the $H_0(\\theta,p)+U_1(\\theta)$ splitting is combined with preconditioning, it is possible to construct samplers far more efficient than standard leapfrog HMC.","url_abs":"https://arxiv.org/abs/2207.07516v1","url_pdf":"https://arxiv.org/pdf/2207.07516v1.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":"split-hamiltonian-monte-carlo-revisited","repo_url":"https://github.com/lshaw8317/splithmcrevisited","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}