To sample from complex, high-dimensional distributions, one may choose algorithms based on the Hybrid Monte Carlo (HMC) method. HMC-based generate nonlocal moves alleviating diffusive behavior. Here, I build an already defined HMC framework, hybrid Hilbert spaces (Beskos, et al. Stoch. Proc. Applic. 2011), that provides finite-dimensional approximations of measures π, which have density with re...