Wasserstein Barycenters of Subset Posteriors
Functions to compute Wasserstein barycenters
of subset posteriors using the swapping algorithm developed by Puccetti,
Rüschendorf and Vanduffel (2020) . 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.