compute_W_c_volB {thamesmix}R Documentation

Determine the function W, radius c and volume of B from Metodiev et al.(2025)

Description

Determine the function W, radius c and volume of B from Metodiev et al.(2025)

Usage

compute_W_c_volB(
  params,
  limit,
  lps,
  logpost,
  sims,
  iters,
  ellipse,
  type = "simple",
  lps_unif = NULL,
  max_iters = Inf
)

Arguments

params

sample from the posterior (as a matrix)

limit

the limit placed on the lps

lps

values of the unnormalized log posterior density

logpost

function used to compute the lps

sims

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)

iters

half the number of simulations from the posterior

ellipse

the ellipsoid E from Metodiev et al. (2025)

type

THAMES variant ("simple", "permutations", or "standard")

lps_unif

values of the unnormalized log posterior density, evaluated on a uniform sample on the posterior ellipsoid

max_iters

maximum number of shrinkage iterations

Value

a named list with the following elements: perms: number of permutations that were evaluated graph: the overlap graph for G c_opt: the radius of the ellipsoid in Metodiev et al. (2025) scaling: list of fit determined via QDA (means and covariances) log_cor: used to compute the volume of B in Metodiev et al.(2025) param_test: Monte Carlo sample used to compute the volume of B co: the criterion of overlap for G ellipse: the ellipsoid, potentially shifted to the sample mode

References

Martin Metodiev, Nicholas J. Irons, Marie Perrot-Dockès, Pierre Latouche, Adrian E. Raftery. "Easily Computed Marginal Likelihoods for Multivariate Mixture Models Using the THAMES Estimator." arXiv preprint arXiv:2504.21812.


[Package thamesmix version 0.1.3 Index]