I want to test a new idea I have for Bayesian MCMC, but it'd only be useful with multimodal posteriors. Are there any examples of such distributions?
For instance, with a gaussian mixture model, of course the distribution itself is multimodal. But if I were to use Bayesian metropolis hastings to find the distribution of the parameters themselves given some data, then each parameter's distribution will be unimodal.
Thanks in advance!