calc_shift_mat_simple

Calculate a matrix used to permute the entries of the parameters

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_shift_mat_simple function

<dl><dt>sort_indices</dt>
<dd>a matrix of indices that will be used for sorting</dd>
<dt>num_var_g</dt>
<dd>number of component mixture parameters</dd>
<dt>G</dt>
<dd>number of components</dd></dl>

Arguments

Calculate a matrix used to permute the entries of the parameters — calc_shift_mat_simple

<dl>

<dt>sort_indices</dt>
<dd>a matrix of indices that will be used for sorting</dd>


<dt>num_var_g</dt>
<dd>number of component mixture parameters</dd>


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

</dl>

calc_shift_mat_simple: Calculate a matrix used to permute the entries of the parameters

Description

Usage

Value

Arguments