thamesmix

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

Last update 14 September 2026

Copyright license GNU General Public License

Software version identifier PACKAGES.rds, 0.1.1, 0.1.2, 0.1.3, 0.1.4

Description

Implements the truncated harmonic mean estimator (THAMES) of the reciprocal marginal likelihood for uni- and multivariate mixture models using posterior samples and unnormalized log posterior values via reciprocal importance sampling. Metodiev, Irons, Perrot-Dockès, Latouche & Raftery (2025) <doi:10.48550/arXiv.2504.21812>.

Cites work

Easily Computed Marginal Likelihoods for Multivariate Mixture Models Using the THAMES Estimator

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