swMATH41328CRANGPvecchiaMaRDI QIDQ1353875FDOQ1353875
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
Official website: https://cran.r-project.org/web/packages/GPvecchia/index.html
Source code repository: https://github.com/cran/GPvecchia
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>.
Cited In (86)
- BesselK.jl
- VeccTMVN
- Algorithm 1013
- An Approach to Incorporate Subsampling Into a Generic Bayesian Hierarchical Model
- bigDM
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- spamtree
- Scaled Vecchia approximation for fast computer-model emulation
- 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
- Spatial Statistics
- GMRFLib
- laGP
- spBayes
- ProbForecastGOP
- Stem
- ump
- GotoBLAS
- Krylstat
- LaGriT
- convoSPAT
- LatticeKrig
- dataRetrieval
- ASKIT
- ramcmc
- scoringRules
- Bayesian inference for high-dimensional nonstationary Gaussian processes
- BASS
- Covariance models and simulation algorithm for stationary vector random fields on spheres crossed with Euclidean spaces
- FRK
- copCAR
- boostmtree
- TBSIM
- HLIBCov
- HMSC
- CaliCo
- Pselinv
- RobustCalibration
- FastGaSP
- Virtual library
- George
- ExaGeoStat
- BayesNSGP
- STARS-H
- FINUFFT
- lineqGPR
- BRISC
- FARSITE
- FlamMap
- G-LiHT
- GpGp
- spreadr
- spNNGP
- KriSp
- GPyTorch
- vbdcast
- 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
- GPflux
- H2Pack
- K2SC
- opt_cmp
- BPST
- inlabru
- spOccupancy
- Nonparametric spectral methods for multivariate spatial and spatial-temporal data
- Towards a complete picture of stationary covariance functions on spheres cross time
- Multi-Resolution Filters for Massive Spatio-Temporal Data
- BayesianOHC
- Hutch++
- Triangulation
- LocalizeSL
- SurvGPR
- 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
- WorldClim
- 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
This page was built for software: GPvecchia
