Easily Computed Marginal Likelihoods from Posterior Simulation Using the THAMES Estimator
Date:
In this talk, I am going to illustrate and explain the ideas behind our estimator. I am also going to give a comprehensive overview of our key results, both theoretical and numerical. With regards to the former, I am going to look at some key techniques used in the proof. With regards to the latter, I am going to discuss how to implement the THAMES in practice. I am going to explain each simulation setting and our results.