ECMLE
Approximating Evidence via Bounded Harmonic Means
v0.1.0
·
Mar 26, 2026
·
GPL-3
Description
Implements the Elliptical Covering Marginal Likelihood Estimator (ECMLE), a geometric method for approximating marginal likelihood from posterior draws and log-posterior evaluations. The method constructs a collection of non-overlapping ellipsoids in a high-posterior-density region, computes the covered volume, and combines this with posterior sample coverage to estimate model evidence. It is designed to stabilize harmonic-mean-based evidence approximation and can be applied in multimodal settings. The methodology is described in Naderi et al. (2025) <doi:10.48550/arXiv.2510.20617>.
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OK 7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
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0.1.0
Mar 26, 2026