Samplinglib
Lean gate not recorded for this source state main · 0e31a3cda412
Markov Chain Monte Carlo · Extended E4 · attached to Chapter 2

Hamiltonian proposals and geometric adapters

Stable source-facing chapter environment inside the shared Samplinglib reader.

scaffoldsource mapFull source closure not claimed
Planned route

Source → theorem map → reusable Lean nodes

01

Source audit

Definitions, theorems, assumptions, proof route, and exact anchors.

02

Upstream alignment

Use one canonical shared node where types match. Formal/source audit is still required.

03

Frontier Cells

Only genuinely missing mathematical edges become theorem-sized tasks.

04

Graph placement

Dependencies, consumers, cross-library bridges, and reusable shared interfaces.

Primary source ↗

This page establishes a stable source route and truth boundary; it does not claim a completed formalization.

ASTIS extended material, not a chapter of Fearnhead–Nemeth–Oates–Sherlock. No Lean closure asserted.

Why this extension?

Explain why deterministic numerical trajectories can be used inside an exact-target Markov kernel.

Primary §2.2; geometric comparisons also read Chapter 4.

\[H(x,p)=V(x)+\tfrac12p^TM^{-1}p\]

Proposed proof / reuse route

  1. Introduce the extended target and momentum law.
  2. Check reversibility/involution and volume or Jacobian conditions.
  3. Apply the acceptance construction on the extended state.
  4. Prove the desired marginal by projection.

Truth boundary

A Riemannian mass matrix requires determinant/volume and position-dependent corrections. A plain gradient replacement is not Riemannian HMC; no blanket acceleration or nonreversibility claim.

Planned consumers: mcmc, riemannian-optimization, log-concave-sampling. Planned sharing is not a compiled dependency or a priority claim.

Sources and exact scope

MCMC using Hamiltonian dynamics ↗
Radford M. Neal · 1206.1901v1
Hamiltonian dynamics, volume preservation and Metropolis-corrected integrators; pinpoint each theorem before formalization
version-pinned; theorem-level audit pending

← Primary chapter · All extended subchapters