A colleague writes:
I’m working with a doctoral student on a latent affinity network problem and we keep hitting challenges in sampling, in our case using Metropolis-Hastings, for the network links. As you can imagine, lots of local modes, things get stuck, etc . . .
Any suggestions on how to sample network links?
My reply: Hi, yes, these are tough, with no general solution. One idea is to start with a reasonable approx and then use the Metropolis sampling to perturb it. You’re not getting the full posterior but you’re getting some sense of a range of possible soutions. Another approach is to change into a continuous-parameter model (instead of links being either there or not there, you can have a continuous parameter defined on the range (0,1) for each link), then you can fit it in Stan.