thames (Q5980537): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
Revision as of 14:12, 7 March 2024
Truncated Harmonic Mean Estimator of the Marginal Likelihood
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | thames |
Truncated Harmonic Mean Estimator of the Marginal Likelihood |
Statements
Implements the truncated harmonic mean estimator (THAMES) of the reciprocal marginal likelihood using posterior samples and unnormalized log posterior values via reciprocal importance sampling. Metodiev, Perrot-Dockès, Ouadah, Irons, & Raftery (2023) <arXiv:2305.08952>.
0 references
27 October 2023
0 references
