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) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.0 by Kisung You, a year ago

Browse source code at

Authors: Kisung You [aut, cre]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp, Rdpack, expm, stats, utils

Linking to Rcpp, RcppArmadillo

See at CRAN