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

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maxbiostat March 30, 2020, 7:37pm 2

Maybe this discussion would be helpful.

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Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

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