  This paper describes a method for estimating the marginal likelihood or Bayes
factors of Bayesian models using non-parametric importance sampling ("arrogance
sampling"). This method can also be used to compute the normalizing constant of
probability distributions. Because the required inputs are samples from the
distribution to be normalized and the scaled density at those samples, this
method may be a convenient replacement for the harmonic mean estimator. The
method has been implemented in the open source R package margLikArrogance.
