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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
Browse package contents
Package details |
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| Author | Kisung You [aut, cre] (<https://orcid.org/0000-0002-8584-459X>) |
| Maintainer | Kisung You <kisungyou@outlook.com> |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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