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@B1inkFox B1inkFox commented Nov 3, 2024

An additional momentum refreshment struct "QuasiRandomMomentumRefreshment"<:AbstractRefreshment is added, along with its refresh() function and other necessary changes.

Passing this struct to the HMCKernel() will change how momentum is sampled at each iteration. Instead of drawing momentum i.i.d. from the target Gaussian distribution, the momentum will be drawn from a low-discrepancy (quasi-random) sequence whose limiting distribution is the target multi-dimensional Gaussian.

https://en.wikipedia.org/wiki/Low-discrepancy_sequence

Now supports sampling momentum with quasi-monte-carlo sequence (low-discrepancy sequence).
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