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) .


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install.packages("SBmedian")

0.1.0 by Kisung You, 8 months ago


Browse source code at https://github.com/cran/SBmedian


Authors: Kisung You [aut, cre]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, Rdpack, expm, stats, utils

Linking to Rcpp, RcppArmadillo


See at CRAN