Abstract: “Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables efficient sampling from ordinal parameters through …

This was a particularly bad paper with fatal methodological flaws that had been shopped around journals for a long time. I’m not sure the current state of the paper but I also can’t review it behind a paywall. Discontinuities in the target density function cause problems for the numerical integrat…

Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

Developers

maxbiostat March 30, 2020, 7:37pm 2

Maybe this discussion would be helpful.

Topic		Replies	Views
Preprint on HMC using an embedded Laplace approximation Publicity	0	929	April 28, 2020
What (exactly) happens for only piecewise continuous posterior densities, gradients or wrong gradients? Algorithms	4	1284	April 26, 2022
Case study: ODE-based models and multimodality Publicity ode , case-study	12	1147	February 25, 2021
Posteriordb arXiv preprint Publicity	0	90	July 18, 2024
Bi-annual question on discrete parameters General discrete-parameters	11	5029	April 19, 2023

Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

Related topics