wwrechard/weierstrass: Combining posterior samples from multiple subsets.

The Weierstrass sampler is a "divide-conquer-combine" type parallel MCMC sampler. The implementation in this package is the particular rejection sampler which directly works on the subset posterior samples as a post-processing sampler. The method make use of rejection sampling or importance sampling to combine the subset posterior samples for approximating the posterior obtained on the full data set.

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wwrechard/weierstrass documentation built on May 4, 2019, 12:04 p.m.