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A recent paper of Bou-Rabee and Sanz-Serna (<jats:italic>Ann Appl Prob<\/jats:italic>, 27:2159-2194, 2017) demonstrated that this issue can be addressed by simply randomizing the duration parameter of the Hamiltonian paths. In this article, we use the same idea to enhance the sampling efficiency of a constrained version of HMC, with potential benefits in a variety of application settings. We demonstrate both the conservation of the stationary distribution and the ergodicity of the method. We also compare the performance of various schemes in numerical studies of model problems, including an application to high-dimensional covariance estimation.<\/jats:p>","DOI":"10.1007\/s11222-023-10303-6","type":"journal-article","created":{"date-parts":[[2023,11,24]],"date-time":"2023-11-24T07:02:36Z","timestamp":1700809356000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Randomized time Riemannian Manifold Hamiltonian Monte Carlo"],"prefix":"10.1007","volume":"34","author":[{"given":"Peter A.","family":"Whalley","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Daniel","family":"Paulin","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Benedict","family":"Leimkuhler","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2023,11,24]]},"reference":[{"issue":"4","key":"10303_CR1","doi-asserted-by":"crossref","first-page":"2384","DOI":"10.1063\/1.439486","volume":"72","author":"HC Andersen","year":"1980","unstructured":"Andersen, H.C.: Molecular dynamics simulations at constant pressure and\/or temperature. 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