Intrepid MCMC mixes a standard local Metropolis proposal with a polar-coordinate exploration proposal to find disconnected modes faster than vanilla random-walk MH on the paper's benchmarks.
A computational framework for bayesian inference in plasticity models characterisation
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Intrepid MCMC: Metropolis-Hastings with Exploration
Intrepid MCMC mixes a standard local Metropolis proposal with a polar-coordinate exploration proposal to find disconnected modes faster than vanilla random-walk MH on the paper's benchmarks.