Wasserstein Barycenters of Subset Posteriors
Combine output of the swapping algorithm
Compute the 95 percent Highest Posterior Density interval
Compute the mode
Print posterior summaries for the Wasserstein barycenter of subset pos...
Posterior summaries for the Wasserstein barycenter of subset posterior...
Posterior summaries for the Wasserstein barycenter of subset posterior...
The swapping algorithm for computing Wasserstein barycenters
Compute Wasserstein barycenters of subset posteriors
waspr: an R package for computing Wasserstein barycenters of subset po...
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.