I’m working on a embedding model that seems to suffer from a large number of isolated local maxima. I’m currently trying to recover the original coordinates of a dataset generated synthetically, but chains initialized randomly get stuck in local maxima when compared to a chain initialized at the gro…

From your description it sounds like you might be talking about the tempering during a trajectory approach described by Radford Neal in Section 5.7 of his MCMC using Hamiltonian Dynamics chapter in the Handbook of Markov chain Monte Carlo? If so I think you are correct that it would problematic usin…

Handling multimodality in HMC/Stan - tempering & NUTS?

Modeling

jsocolar June 24, 2023, 10:22pm 4

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Handling multimodality in HMC/Stan - tempering & NUTS?

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