Description Usage Arguments Details Value Note Author(s) References
Implementation of the GAME algorithm for sampling of the marginal likelihood, also called model evidence, for use in Bayesian model comparison and/or averaging frameworks.
1 2 3 4 |
theta |
|
theta_post |
|
m_sub |
|
m0 |
|
m1 |
|
Jmax |
|
ic |
|
omega |
|
ob |
|
R |
|
par.info |
|
lik |
|
fun |
|
... |
Additional arguments to |
obs |
|
abc_rho |
|
abc_e |
|
glue_shape |
|
lik_fun |
|
ncores |
|
Notation:
- m: Number of MC samples.
- d: number of parameters.
A named list
with the following elements:
Z: Single value of the calculated marginal likelihood / Bayesian model evidence.
J: Number of components of the best calibrated Gaussian mixture distribution
(<= Jmax
).
ic_val: Value of the selected Information Criterion of the best Gaussian mixture distribution.
The arguments specific to function dream_parallel
are only needed if omega > 0
, i.e. if additional evaluations of the target
function (fun
) are necessary. Therefore, RIS might be most CPU efficient
(especially if an evaluation of fun
requires a lot of computation time),
but could be inappropriate in sampling the model evidence!
Tobias Pilz tpilz@uni-potsdam.de
Volpi, E., G. Schoups, G. Firmani and J. A. Vrugt: "Sworn testimony of the model evidence: Gaussian Mixture Importance (GAME) sampling". Water Resources Research, 2017, 53, http://dx.doi.org/10.1002/2016WR020167.
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