calc_non_I_set

Calculates the set I(G) described in Metodiev et al. (2025)
as well as the limit on the complexity of the THAMES associated with it.

internal

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>.

Martin Metodiev

thamesmix

Truncated Harmonic Mean Estimator of the Marginal Likelihood for
Mixtures

Nicholas J. Irons

Marie Perrot-Dockès

calc_non_I_set function

<dl><dt>scaling</dt>
<dd>list of fit determined via QDA (means and covariances)</dd>
<dt>G</dt>
<dd>number of components</dd>
<dt>sims</dt>
<dd>n_simul x G x (u+1) array of parameters sampled from
the posterior, where
 n_simul is the number of simulations from the posterior,
 G is the number of components,
 u is the number of mixture component parameters
 (parameter u+1 is the mixture weight)</dd>
<dt>c_opt</dt>
<dd>radius of the ellipsoid E from Metodiev et al. (2025)</dd></dl>

Arguments

Calculates the set I(G) described in Metodiev et al. (2025)
as well as the limit on the complexity of the THAMES associated with it. — calc_non_I_set

<dl>

<dt>scaling</dt>
<dd>list of fit determined via QDA (means and covariances)</dd>


<dt>G</dt>
<dd>number of components</dd>


<dt>sims</dt>
<dd>n_simul x G x (u+1) array of parameters sampled from
the posterior, where
 n_simul is the number of simulations from the posterior,
 G is the number of components,
 u is the number of mixture component parameters
 (parameter u+1 is the mixture weight)</dd>


<dt>c_opt</dt>
<dd>radius of the ellipsoid E from Metodiev et al. (2025)</dd>

</dl>

calc_non_I_set: Calculates the set I(G) described in Metodiev et al. (2025) as well as the limit on the complexity of the THAMES associated with it.

Description

Usage

Value

Arguments

References