ECMLE
Approximating Evidence via Bounded Harmonic Means
Implements the Elliptical Covering Marginal Likelihood Estimator (ECMLE), a geometric method for approximating marginal likelihood from posterior draws and log-posterior evaluations. The method constructs a collection of non-overlapping ellipsoids in a high-posterior-density region, computes the covered volume, and combines this with posterior sample coverage to estimate model evidence. It is designed to stabilize harmonic-mean-based evidence approximation and can be applied in multimodal settings. The methodology is described in Naderi et al. (2025) <doi:10.48550/arXiv.2510.20617>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling source/ R- | ECMLE_0.1.0.tar.gz |
23.2 KiB |
0.1.0 |
latest source/ R- | ECMLE_0.1.0.tar.gz |
23.2 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | ECMLE_0.1.0.zip |
73.5 KiB |