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>.
Package details |
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Maintainer | |
License | MIT + file LICENSE |
Version | 0.1.1 |
Package repository | View on GitHub |
Installation |
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