thames

Truncated Harmonic Mean Estimator of the Marginal Likelihood

CRAN Package

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) doi:10.48550/arXiv.2305.08952.


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