collaborators

1 paper

stat.ME2023

Easily Computed Marginal Likelihoods from Posterior Simulation Using the THAMES Estimator

Martin Metodiev, Marie Perrot-Dockès, Sarah Ouadah +2

We propose an easily computed estimator of marginal likelihoods from posterior simulation output, via reciprocal importance sampling, combining earlier proposals of DiCiccio et al…