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 February 1, 2018, 12:53pm 5

You are right.
Also just checked my maths - what I proposed is not the right way to do it.

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