Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
140 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Robust and Scalable Bayes via a Median of Subset Posterior Measures (1403.2660v3)

Published 11 Mar 2014 in math.ST, cs.DC, cs.LG, and stat.TH

Abstract: We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups, evaluating the posterior distribution given each independent subgroup, and then combining the resulting measures. The main novelty of our approach is the proposed aggregation step, which is based on the evaluation of a median in the space of probability measures equipped with a suitable collection of distances that can be quickly and efficiently evaluated in practice. We present both theoretical and numerical evidence illustrating the improvements achieved by our method.

Citations (105)

Summary

We haven't generated a summary for this paper yet.