Low MC error per chain, but no convergence of chains

There is discussion of potentially similar case with some links at Constraining Latent Factor model / baysian probabalisic matrix factorization to remove multimodality But AFAIK the problem there ended up unresolved (although post processing the samples with procrustes or something similar might work). The model you shared is a bit too complex for me to understand quickly, so cannot really comment in-depth.

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