SBmedian: Scalable Bayes with Median of Subset Posteriors

Median-of-means is a generic yet powerful framework for scalable and robust estimation. A framework for Bayesian analysis is called M-posterior, which estimates a median of subset posterior measures. For general exposition to the topic, see the paper by Minsker (2015) <doi:10.3150/14-BEJ645>.

Getting started

Package details

AuthorKisung You [aut, cre] (<>)
MaintainerKisung You <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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SBmedian documentation built on Aug. 16, 2021, 9:07 a.m.