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[ascl:2401.009]
Harmonic: Learnt harmonic mean estimator

McEwen, Jason D.; Wallis, Christopher G. R.; Price, Matthew A.; Docherty, Matthew M.; Spurio Mancini, Alessio

harmonic learns an approximate harmonic mean estimator (referred to as a "learnt harmonic mean estimator") from posterior distribution samples to compute the marginal likelihood required for Bayesian model selection. Using a large number of independent Markov chain Monte Carlo (MCMC) chains from another package such as emcee (ascl:1303.002), harmonic uses importance sampling to learn a new target distribution in order to optimize an approximate harmonic estimator while minimizing its variance.