GPvecchia

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Scalable Gaussian-Process Approximations

Marcin Jurek, Daniel Zilber, Matthias Katzfuss, Wenlong Gong

Last update: 8 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.4, 0.1.6

Source code repository: https://github.com/cran/GPvecchia

Description

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) <arXiv:1708.06302>. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) <arXiv:1706.02205> and MaxMin ordering proposed in Guinness (2018) <arXiv:1609.05372>.

Cites work

• A general framework for Vecchia approximations of Gaussian processes
• Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
• Permutation and Grouping Methods for Sharpening Gaussian Process Approximations

Described by source

• A general framework for Vecchia approximations of Gaussian processes

Cited In (25)

• Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
• VeccTMVN
• Covariance Models and Simulation Algorithm for Stationary Vector Random Fields on Spheres Crossed with Euclidean Spaces
• Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
• Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide
• Bayesian multiresolution modeling of georeferenced data: an extension of `LatticeKrig'
• Scalable Gaussian Process Computations Using Hierarchical Matrices
• Multivariate isotropic random fields on spheres: nonparametric Bayesian modeling and \(L^p\) fast approximations
• Bayesian inference for high-dimensional nonstationary Gaussian processes
• Sparse Cholesky Factorization by Kullback--Leibler Minimization
• A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles
• Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
• Nonparametric spectral methods for multivariate spatial and spatial-temporal data
• Towards a complete picture of stationary covariance functions on spheres cross time
• Scaled Vecchia Approximation for Fast Computer-Model Emulation
• Multi-Resolution Filters for Massive Spatio-Temporal Data
• Likelihood approximation with hierarchical matrices for large spatial datasets
• Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
• Improving performances of MCMC for nearest neighbor Gaussian process models with full data augmentation
• An Approach to Incorporate Subsampling Into a Generic Bayesian Hierarchical Model
• Fine-Scale Spatiotemporal Air Pollution Analysis Using Mobile Monitors on Google Street View Vehicles
• Practical Bayesian modeling and inference for massive spatial data sets on modest computing environments^†
• Hierarchical Bayesian modeling of ocean heat content and its uncertainty
• GeoModels
• Unifying compactly supported and Matérn covariance functions in spatial statistics

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