waspr (Q136015)
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Wasserstein Barycenters of Subset Posteriors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | waspr |
Wasserstein Barycenters of Subset Posteriors |
Statements
11 September 2023
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Functions to compute Wasserstein barycenters of subset posteriors using the swapping algorithm developed by Puccetti, Rüschendorf and Vanduffel (2020) <doi:10.1016/j.jmaa.2017.02.003>. The Wasserstein barycenter is a geometric approach for combining subset posteriors. It allows for parallel and distributed computation of the posterior in case of complex models and/or big datasets, thereby increasing computational speed tremendously.
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