AD-HMC achieves geometric convergence in Wasserstein distance for HMC with general asymmetrical auxiliary momentum distributions by restoring self-adjointness via direction alternation, with extensions to leapfrog integrators.
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Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions
AD-HMC achieves geometric convergence in Wasserstein distance for HMC with general asymmetrical auxiliary momentum distributions by restoring self-adjointness via direction alternation, with extensions to leapfrog integrators.