With the recently increased interest in probabilistic models, the efficiency
of an underlying sampler becomes a crucial consideration. A Hamiltonian Monte
Carlo (HMC) sampler is one popular option for models of this kind. Performance
of HMC, however, strongly relies on a choice of parameters associated with an
integration method for Hamiltonian equations, which up to date remains mainly
heuristic or introduce time complexity. We propose a novel computationally
inexpensive and flexible approach (we call it Adaptive Tuning or ATune) that,
by analyzing the data generated during a burning stage of an HMC simulation,
detects a system specific splitting integrator with a set of reliable HMC
hyperparameters, including their credible randomization intervals, to be
readily used in a production simulation. The method automatically eliminates
those values of simulation parameters which could cause undesired extreme
scenarios, such as resonance artifacts, low accuracy or poor sampling. The new
approach is implemented in the in-house software package \textsf{HaiCS}, with
no computational overheads introduced in a production simulation, and can be
easily incorporated in any package for Bayesian inference with HMC. The tests
on popular statistical models using original HMC and generalized Hamiltonian
Monte Carlo (GHMC) reveal the superiority of adaptively tuned methods in terms
of stability, performance and accuracy over conventional HMC tuned
heuristically and coupled with the well-established integrators. We also claim
that the generalized formulation of HMC, i.e. GHMC, is preferable for achieving
high sampling performance. The efficiency of the new methodology is assessed in
comparison with state-of-the-art samplers, e.g. the No-U-Turn-Sampler (NUTS),
in real-world applications, such as endocrine therapy resistance in cancer,
modeling of cell-cell adhesion dynamics and influenza epidemic outbreak.