2 papers
stat.ME2025
Easily Computed Marginal Likelihoods for Multivariate Mixture Models Using the THAMES Estimator
Martin Metodiev, Nicholas J. Irons, Marie Perrot-Dockès +2
We present a new version of the truncated harmonic mean estimator (THAMES) for univariate or multivariate mixture models. The estimator computes the marginal likelihood from Markov…
stat.ME2024
A Structured Estimator for large Covariance Matrices in the Presence of Pairwise and Spatial Covariates
Martin Metodiev, Marie Perrot-Dockès, Sarah Ouadah +4
We consider the problem of estimating a high-dimensional covariance matrix from a small number of observations when covariates on pairs of variables are available and the variables…