Normalizing constant: Difference between revisions

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Revision as of 06:17, 27 September 2023

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is the ''normalizing constant''.<ref>Feller, 1968, p. 124.</ref> It can be extended from countably many hypotheses to uncountably many by replacing the sum by an integral.

For concreteness, there are many methods of estimating the normalizing constant for practical purposes. Methods include the bridge sampling technique, the naive Monte Carlo estimator, the generalized harmonic mean estimator, and importance sampling.<ref>{{Cite web|last=Gronau|first=Quentin|date=2020|title=bridgesampling: An R Package for Estimating Normalizing Constants|url=https://cran.r-project.org/web/packages/bridgesampling/vignettes/bridgesampling_paper.pdf|url-status=live|access-date=September 11, 2021|website=The Comprehensive R Archive Network}}</ref>

==Non-probabilistic uses==