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May 14, 2022 · Fundamentals

A Learned Harmonic Mean Estimator for Efficient Bayesian Model Selection

The article presents a machine‑learning‑assisted harmonic mean estimator that computes Bayesian model evidence without dependence on sampling strategies, explains its theoretical basis, compares it to the original estimator, and demonstrates its accuracy on Rosenbrock and Normal‑Gamma benchmarks.

Bayesian model selectionMCMCharmonic mean estimator
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A Learned Harmonic Mean Estimator for Efficient Bayesian Model Selection