Description
Truncated Harmonic Mean Estimator of the Marginal Likelihood for Mixtures.
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>.
README.md
thamesmix
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. Reference: Metodiev, Irons, Perrot-Dockès, Latouche & Raftery (2025) \<arXiv:2504.21812\>.
Installation
You can install the development version of regexcite from GitHub with:
# install.packages("devtools")
devtools::install_github("M-crypto645/thamesmix")
Usage
See the vignette for details.