ABSTRACT Bayesian analysis has become an indispensable tool across many different cosmological fields, including the study of gravitational waves, the cosmic microwave background, and the 21-cm signal from the Cosmic Dawn, among other phenomena. The method provides a way to fit complex models to data describing key cosmological and astrophysical signals and a whole host of contaminating signals and instrumental effects modelled with ‘nuisance parameters’. In this paper, we summarize a method that uses masked autoregressive flows and kernel density estimators to learn marginal posterior densities corresponding to core science parameters. We find that the marginal or ‘nuisance-free’ posteriors and the associated likelihoods have an abundance of applications, including the calculation of previously intractable marginal Kullback–Leibler divergences and marginal Bayesian model dimensionalities, likelihood emulation, and prior emulation. We demonstrate each application using toy examples, examples from the field of 21-cm cosmology, and samples from the Dark Energy Survey. We discuss how marginal summary statistics like the Kullback–Leibler divergences and Bayesian model dimensionalities can be used to examine the constraining power of different experiments and how we can perform efficient joint analysis by taking advantage of marginal prior and likelihood emulators. We package our multipurpose code up in the pip-installable code margarine for use in the wider scientific community.