# Magnetic Hamiltonian Monte Carlo

arXiv: https://arxiv.org/abs/1607.02738 · HTML: https://mlsanity.com/paper/1607.02738/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 10 Jul 2016.

## Built on by (most cited first, 4 of 4)

- [Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time](https://mlsanity.com/paper/2207.02189/) (2022)
- [Learning long range dependencies through time reversal symmetry breaking](https://mlsanity.com/paper/2506.05259/) (2025)
- [Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo](https://mlsanity.com/paper/2107.02070/) (2021)
- [Repelling-Attracting Hamiltonian Monte Carlo](https://mlsanity.com/paper/2403.04607/) (2024)

## Abstract (arXiv)

Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits textitnon-canonical Hamiltonian dynamics. We refer to this algorithm as magnetic HMC, since in 3 dimensions a subset of the dynamics map onto the mechanics of a charged particle coupled to a magnetic field. We establish a theoretical basis for the use of non-canonical Hamiltonian dynamics in MCMC, and construct a symplectic, leapfrog-like integrator allowing for the implementation of magnetic HMC. Finally, we exhibit several examples where these non-canonical dynamics can lead to improved mixing of magnetic HMC relative to ordinary HMC.
