hybrid is an R package computing the marginal likelihood based on the hybrid approximation methodology (Chuu et. al., 2021).

Eric Chuu, Debdeep Pati, and Anirban Bhattacharya. A hybrid approximation to the marginal likelihood. In AISTATS, 2021.

Link to paper: https://arxiv.org/abs/2102.12976

We provide the implementation for the following:

(1) vanilla hybrid approximation

(2) hybrid-ep approximation

Currently, this package is available to be built locally in R.

To build this package on the command line, run the following commands after cloning this repository:

R CMD build hybrid

R CMD INSTALL hybrid_1.0.tar.gz

See this demo for an illustration of how to use this package in practice. The source code for this example can be found here.