Reviews: Pseudo-Extended Markov chain Monte Carlo

Update: I have read the author response and am satisfied with the commitment to elaborate on \beta and \pi and to simplify the Stan PE code with a "pseudo-extended" function. This paper presents a new MCMC sampling method called pseudo-extended MCMC that uses an instrumental distribution to projects the data into a higher-dimensional space where the modes are connected, making it easier for the sampler to mix. A default instrumental distribution based on tempering is provided. The method is compared to existing baselines showing efficacy on three benchmark datasets. The paper is well-placed within the existing literature.