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waspr - MaRDI portal

waspr (Q136015)

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Wasserstein Barycenters of Subset Posteriors
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waspr
Wasserstein Barycenters of Subset Posteriors

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    1.0.0
    24 July 2020
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    1.0.1
    11 September 2023
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    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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