Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Selecting the Metric in Hamiltonian Monte Carlo   We present a selection criterion for the Euclidean metric adapted during
warmup in a Hamiltonian Monte Carlo sampler that makes it possible for a
sampler to automatically pick the metric based on the model and the
availability of warmup draws. Additionally, we present a new adaptation
inspired by the selection criterion that requires significantly fewer warmup
draws to be effective. The effectiveness of the selection criterion and
adaptation are demonstrated on a number of applied problems. An implementation
for the Stan probabilistic programming language is provided.

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The categories of this paper are: cond-mat
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The categories of this paper are: atom-ph
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The categories of this paper are: gr-qc
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The categories of this paper are: physics
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The categories of this paper are: hep-lat
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The categories of this paper are: q-fin
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The categories of this paper are: quant-ph
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The categories of this paper are: plasm-ph
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The categories of this paper are: econ
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The categories of this paper are: math-ph
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The categories of this paper are: math
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The categories of this paper are: acc-phys
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The categories of this paper are: alg-geom
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The categories of this paper are: funct-an
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The categories of this paper are: bayes-an
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The categories of this paper are: chem-ph