Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length

Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with a customizable trajectory length termination criterion. See Nishimura et al. (2020) for the original Discontinuous Hamiltonian Monte Carlo; Hoffman et al. (2014) and Betancourt (2016) for the definition of possible Hamiltonian Monte Carlo termination criteria.