Abstract
ABSTRACTWe explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Integration schemes from Blanes et al., and a new scheme are considered as candidates to the commonly used leapfrog method. All integration schemes are tested within the framework of the No-U-Turn sampler (NUTS), both for a logistic regression model and a student t-model. The results show that the leapfrog method is inferior to all the new methods both in terms of asymptotic expected acceptance probability for a model problem and the efficient sample size per computing time for the realistic models.
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