swap_rcpp

The swapping algorithm for computing Wasserstein barycenters

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.

Jolien Cremers

waspr

Wasserstein Barycenters of Subset Posteriors

swap_rcpp function

<dl><dt>samples</dt>
<dd>A cube containing samples for all subset posteriors (rows =
subsets, columns = par, slices = samples)</dd>
<dt>acc</dt>
<dd>accuracy</dd>
<dt>iter</dt>
<dd>maximum number of iterations of the algorithm</dd>
<dt>out</dt>
<dd>boolean indicating whether output for each iteration should be displayed (default = false)</dd></dl>

Arguments

The swapping algorithm for computing Wasserstein barycenters — swap_rcpp

<dl>

<dt>samples</dt>
<dd>A cube containing samples for all subset posteriors (rows =
subsets, columns = par, slices = samples)</dd>


<dt>acc</dt>
<dd>accuracy</dd>


<dt>iter</dt>
<dd>maximum number of iterations of the algorithm</dd>


<dt>out</dt>
<dd>boolean indicating whether output for each iteration should be displayed (default = false)</dd>

</dl>

swap_rcpp: The swapping algorithm for computing Wasserstein barycenters

Description

Usage

Value

Arguments