We show that Hamiltonian Monte Carlo, applied to the von Mises distribution with Laplace distribution for the momentum, has exactly solvable equations of motion. With an appropriate travel time, the Markov chain has negative autocorrelation at odd lags and yields a relative effective sample size bigger than one.

翻译：我们证明，将哈密顿蒙特卡洛方法应用于冯·米塞斯分布（动量采用拉普拉斯分布）时，其运动方程具有精确可解性。在适当的行进时间下，该马尔可夫链在奇数滞后处呈现负自相关，并产生大于1的相对有效样本量。