thames - Truncated Harmonic Mean Estimator of the Marginal Likelihood
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>.
Last updated 1 years ago
2.00 score 3 scripts 140 downloads