Mposterior: Mposterior: R package for Robust and Scalable Bayes via a Median of Subset Posterior Measures

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.

Package details

AuthorSanvesh Srivastava <[email protected]>
MaintainerSanvesh Srivastava <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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Mposterior documentation built on May 29, 2017, 6:38 p.m.