kyoustat/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

Maintainer
LicenseMIT + file LICENSE
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kyoustat/SBmedian")
kyoustat/SBmedian documentation built on Aug. 19, 2021, 5:29 p.m.