thames (Q5980537)
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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>.
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27 October 2023
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