Robust and Scalable Bayes via a Median of Subset Posterior Measures

zbMath1442.62056arXiv1403.2660MaRDI QIDQ4637048

Lizhen Lin, Stanislav Minsker, Sanvesh Srivastava, David B. Dunson

Publication date: 17 April 2018

Full work available at URL: https://arxiv.org/abs/1403.2660

zbMATH Keywords

distributed computingWasserstein distancebig datageometric medianparallel MCMC

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Statistical aspects of big data and data science (62R07)

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Uses Software

• Stan
• PRMLT

Cites Work

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