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Proper implementation of the no‑U‑turn mechanism for RMHMC

Develop and validate a proper implementation of the no‑U‑turn (NUTS) mechanism for Riemannian‑manifold Hamiltonian Monte Carlo that reliably avoids random‑walk behavior, analogous to its established use in Euclidean HMC.

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Background

No‑U‑turn mechanisms have been influential in improving Euclidean HMC by mitigating random‑walk behavior and adaptively choosing path lengths.

Although a no‑U‑turn mechanism has been proposed for RMHMC, the authors explicitly note that it has not yet been properly implemented, leaving a practical algorithmic gap that could significantly impact RMHMC performance.

References

For example, avoiding random-walk behavior with a no-U-turn mechanism was proposed for Euclidean HMC [Hoffman2014] and RMHMC [Betancourt2013b], but it has not yet been properly implemented for the latter.

Fast Riemannian-manifold Hamiltonian Monte Carlo for hierarchical Gaussian-process models (2511.06407 - Hayakawa et al., 9 Nov 2025) in Section 4 (Discussion)