thames

From MaRDI portal
Revision as of 20:10, 12 March 2024 by Import240312060351 (talk | contribs) (Created automatically from import240312060351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Software:5980537



CRANthamesMaRDI QIDQ5980537

Truncated Harmonic Mean Estimator of the Marginal Likelihood

Martin Metodiev, Marie Perrot-Dockès, Nicholas J. Irons

Last update: 27 October 2023

Software version identifier: 0.1.0, 0.1.1


Copyright license: GNU General Public License

Description

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>.


Cites work


Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Software:5980537&oldid=30819679"
Powered by MediaWiki