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.
- Version0.1.1
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?Yes
- Last release08/16/2021
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Kisung You
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