Some new work on (dynamic path length) Riemannian manifold HMC. RMHMC with a block-diagonal mass matrix admits an explicit (symmetric & reversible) integrator. We find the parameters of the sampler, including the hierarchical mass matrix using on-line adaptation.
Matti Vihola
Miika Kailas, Matti Vihola, Jonas Wallin: Hierarchical Riemannian manifold Hamiltonian Monte Carlo algorithms https://arxiv.org/abs/2604.09832 https://arxiv.org/pdf/2604.09832 https://arxiv.org/html/2604.09832
