Package: PosteriorBootstrap 0.1.3

James Robinson

PosteriorBootstrap: Non-Parametric Sampling with Parallel Monte Carlo

An implementation of a non-parametric statistical model using a parallelised Monte Carlo sampling scheme. The method implemented in this package allows non-parametric inference to be regularized for small sample sizes, while also being more accurate than approximations such as variational Bayes. The concentration parameter is an effective sample size parameter, determining the faith we have in the model versus the data. When the concentration is low, the samples are close to the exact Bayesian logistic regression method; when the concentration is high, the samples are close to the simplified variational Bayes logistic regression. The method is described in full in the paper Lyddon, Walker, and Holmes (2018), "Nonparametric learning from Bayesian models with randomized objective functions" <arxiv:1806.11544>.

Authors:Simon Lyddon [aut], Miguel Morin [aut], James Robinson [aut, cre], Matt Craddock [ctb], The Alan Turing Institute [cph]

PosteriorBootstrap_0.1.3.tar.gz
PosteriorBootstrap_0.1.3.zip(r-4.5)PosteriorBootstrap_0.1.3.zip(r-4.4)PosteriorBootstrap_0.1.3.zip(r-4.3)
PosteriorBootstrap_0.1.3.tgz(r-4.4-any)PosteriorBootstrap_0.1.3.tgz(r-4.3-any)
PosteriorBootstrap_0.1.3.tar.gz(r-4.5-noble)PosteriorBootstrap_0.1.3.tar.gz(r-4.4-noble)
PosteriorBootstrap_0.1.3.tgz(r-4.4-emscripten)PosteriorBootstrap_0.1.3.tgz(r-4.3-emscripten)
PosteriorBootstrap.pdf |PosteriorBootstrap.html✨
PosteriorBootstrap/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/alan-turing-institute/posteriorbootstrap/issues

On CRAN:

hacktoberfesthut23hut23-306

6 exports 5 stars 1.40 score 4 dependencies 248 downloads

Last updated 1 years agofrom:c7c370b9b4. Checks:OK: 7. Indexed: yes.

Exports:draw_logit_samplesdraw_stick_breaksget_fileget_german_credit_datasetget_german_credit_fileget_stan_file

Dependencies:classe1071MASSproxy