During the last phase of my PhD I worked together with Dr. Payel Das, Dr. Simon Hadfield and Dr. Yunpeng Li, on a project aimed at accelerating Hamiltonian Monte-Carlo. This project was quite a cross-disciplinary effort, as we had to combine ideas from (astro)physics together with computer science and probabilistic mathematics.
Hamiltonian Monte-Carlo is a Monte-Carlo sampling/inference technique which uses techniques from classical mechanics to guide the sampling through the posterior.