Hi,

Is there a way to obtain or calculate the marginal log likelihood when using a blackbox likelihood function?

I was able to get the element wise log likelihood for WAIC model comparision using a custom distribution with a logp function, but would also like to calculate the bayes factor between my models.

I am using SMC sampling pm.smc.sample_smc. Is there is a way to get the importance weights from the SMC sampling, that way I can multiply the log likelihood with the prior weights?