Mposterior package provides a general framework for estimating a median of subset posterior measures (M-posterior). Each subset posterior measure is represented as a matrix of posterior samples; rows represent the atoms and columns index the dimensions. All subset measures are represented as list of matrices; length of the list equals the number of subsets (or machines). The distance between subset posterior measures and M-posterior is measured using the RBF kernel. M-posterior is represented as a weighted combination of empirical measures based on subsets measures. These weights are estimated using Weiszfeld algorithm implemented in this package.
|Author||Sanvesh Srivastava <email@example.com>|
|Date of publication||2014-06-02 01:27:39|
|Maintainer||Sanvesh Srivastava <firstname.lastname@example.org>|
|License||GPL (>= 3)|
findWeiszfeldMedian: Find M-posterior using samples from subset posteriors
Mposterior-package: Robust and Scalable Bayes via a Median of Subset Posterior...
plot.Mposterior: Plot an object of class Mposterior.
print.Mposterior: Print an object of class Mposterior
summary.Mposterior: Print an object of class Mposterior