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[D] Estimation of marginal likelihood - what's the SOTA
May 17, 2022, 8:41 a.m. | /u/msusik
Machine Learning www.reddit.com
I face a problem in which I should estimate the marginal likelihood. My differentiable model is of moderate dimensionality (circa 50) and I do have a decent sample from the posterior. The model is expensive to calculate/propagate and it's implemented in an AD framework.
I checked some of the works in the field, many of them seem to be developed for cosmological data. I am aware of nested sampling, subdomain methods of M. D. Weinberg and Delaunay triangulation approaches. …
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