I am very new to statistics and trying to implement a Gibbs sampler. However, according to wikipedia https://en.wikipedia.org/wiki/Gibbs_sampling and this discussion thread http://metaoptimize.com/qa/questions/7831/disadvatage-of-gibbs-sampler, it is possible for Gibbs sampling to get stuck in a local mode. When this is the case, how do people tend to resolve this issue?
I am attempting to sample a distribution in the context of bioinformatics, where the joint distribution is difficult to compute analytically. The reference paper is here http://bioinformatics.oxfordjournals.org/content/31/12/i97.long, though it might be too wordy to go through.