Published August 4, 2020 | Version v1.0.0
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waspr: Wasserstein Barycenters of Subset Posteriors

  • 1. Section of Biostatistics, Department of Public Health, University of Copenhagen

Description

Functions to compute Wasserstein barycenters of subset posteriors using the swapping algorithm. 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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waspr-1.0.0.zip

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