
94 Current Trends in Bayesian Methodology with Applications
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Energy
Integration Time
H
T
V
FIGURE 4.10
Although the variation in the potential energy, V , is still limited by the vari-
ation in the kinetic energy, T , the introduction of the log determinant term
in Riemannian Hamiltonian Monte Carlo allows the kinetic energy sufficiently
large variation that the potential is essentially unconstrained in practice.
diagonal metric
7
to the generated data.
8
The step size parameter in each case
was tuned to be as large as possible while still yielding consistent estimates
with a baseline sample (Figure 4.12).
Although the pathologies of the