Hamiltonian Monte Carlo — Leapfrog Integrator

Efficient sampling via simulated Hamiltonian dynamics with leapfrog integration
HMC trajectory
Accepted sample
Rejected proposal
Current position

Target Distribution

Statistics

Samples0
Accepted0
Accept rate
ΔH (last)
Mean X
Mean Y

About HMC

HMC augments position q with momentum p, then simulates Hamiltonian dynamics:

H(q,p) = U(q) + K(p)

The leapfrog integrator approximately conserves H, making proposed samples nearly always accepted. Unlike random-walk MCMC, trajectories explore efficiently with low correlation.