Bayesian factor estimation for model selection

Misc.
1

Hi,
is there a quick/easy way to estimate Bayesian factors from MCMC traces?
Cheers and TYIA

2

I have exactly the same question. Did you figure it out @cosmicc ? Or does anyone else know?

I’m interested in computing the Bayes factor of prior vs posterior to assess how much I’m learning from the data for different priors

3

this is not trivial to do, especially in high dimensions

here’s some recent research