Wednesday, 11 May 2022, 14:00 at Centre for Mathematical Sciences, MR14 – Hamiltonian Monte Carlo (HMC) is a widely used sampler, known for its efficiency on high dimensional distributions. Yet HMC remains quite sensitive to the choice of integration time. Randomizing the length of Hamiltonian trajectories (RHMC) has been suggested to smooth the Auto-Correlation Functions (ACF), ensuring robustness of tuning. We present …