[groceryheist]

Yes, multimodality is often a problem for mcmc clustering or dimensionality reduction. However, if you use the SVD method to estimate PCA you only have a bimodal distribution since SVD is identified up to the sign. Asymmetric initialization is usually enough to solve the problem.

This thread has some good examples of PCA implementations in STAN. https://groups.google.com/forum/#!topic/stan-users/5R2-QUDiy...