If I have two well separated modes, they are essentially exhaustive mutually exclusive. In this case, at least naively, I can approximate the mode probability masses by averaging the density over the sample. Is it a legitimate technique to reject chains stuck in a less probable mode based on relati…

Rejecting/thinning modes based on average density

madanh January 31, 2018, 9:28am 3

Just to make sure that we are on the same page: by density I mean exp(logp()) at sample points.

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