thames

MaRDI QIDQ5980537CRANFDO

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

Last update 27 October 2023

Copyright license GNU General Public License

Software version identifier 0.1.0, 0.1.1

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

• Easily Computed Marginal Likelihoods from Posterior Simulation Using the THAMES Estimator

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