From: Comparison between the Hamiltonian Monte Carlo method and the Metropolis–Hastings method for coseismic fault model estimation
Leapfrog’s step size e
Variance in likelihood (cm2)
Chain length (count)
Burn-in chain (count)
HMC
\(1 \times 10^{ - 3}\)
4
\(2 \times 10^{4}\)
\(1 \times 10^{3}\)
RWMH
–
\(1 \times 10^{6}\)
\(5 \times 10^{4}\)