on</a>.
</div>
<div id="hamiltonian-monte-carlo" class="section level2">
<h2><span class="header-section-number">15.1</span> Hamiltonian Monte Carlo</h2>
<p>Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC)
method that uses the derivatives of the density function being sampled
to generate efficient transitions spanning the posterior (see, e.g.,
<span class="citation">Betancourt and Girolami (<a href="#ref-Betancourt-Girolami:2013" role="doc-biblioref">2013</a>)</span>, <span class="citation