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Wasserstein Barycenters of Subset Posteriors

Last update: 11 September 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.0, 1.0.1

Description

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.

Cites work

An algorithm to approximate the optimal expected inner product of two vectors with given marginals

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