runif_in_ellipsoid

Uniform sampling on an ellipsoid or in an ellipsoid.
 The sampling in an ellipsoid is available in arbitrary
 dimension. The sampling on an ellipsoid is available only in
 dimension 2 or 3.

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

runif_in_ellipsoid function

Uniform sampling in ellipsoid — runif_in_ellipsoid

Uniform sampling in ellipsoid

runif_in_ellipsoid: Uniform sampling in ellipsoid

Description

Usage

Arguments