We propose a new Markov Chain Monte Carlo algorithm which is a generalization ofthe stochastic dynamics method. The algorithm performs exploration of the state space using its intrinsic geometric structure, facilitating efficientsampling of complex distributions. Applied to Bayesian learning in neural networks, our algorithm was found to perform at least as well as the best state-of-the-art method while consuming considerably less time. 1 Introduction

We propose a new Markov Chain Monte Carlo algorithm which is a generalization of the stochastic dynamics method. The algorithm performs exploration of the state space using its intrinsic geometric structure, facilitating efficient sampling of complex distributions. Applied to Bayesian learning in neural networks, our algorithm was found to perform at least as well as the best state-of-the-art method while consuming considerably less time. 1 Introduction