melt_sims_simple

This function melts the simulations,
presented as a n_simul x G x u array,
into a matrix.

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

melt_sims_simple function

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

Arguments

Melt array to matrix — melt_sims_simple

<dl>

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

</dl>

melt_sims_simple: Melt array to matrix

Description

Usage

Value

Arguments