chisq_find_limit

Determines the hyperparameter of the THAMES for mixtures,
as described in Metodiev et al. (2025).

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

chisq_find_limit function

<dl><dt>lps</dt>
<dd>vector of unnormalized log-posterior values</dd>
<dt>d_par</dt>
<dd>number of (free) posterior parameters</dd></dl>

Arguments

Determines the hyperparameter of the THAMES for mixtures,
as described in Metodiev et al. (2025). — chisq_find_limit

<dl>

<dt>lps</dt>
<dd>vector of unnormalized log-posterior values</dd>


<dt>d_par</dt>
<dd>number of (free) posterior parameters</dd>

</dl>

chisq_find_limit: Determines the hyperparameter of the THAMES for mixtures, as described in Metodiev et al. (2025).

Description

Usage

Value

Arguments

References