BKTR
CRANBKTRMaRDI QIDQ5980743FDOQ5980743
Bayesian Kernelized Tensor Regression
Lijun Sun, Mengying Lei, Aurélie Labbe, Julien Lanthier
Last update: 20 October 2023
Copyright license: MIT license, File License
Software version identifier: 0.1.1
Facilitates scalable spatiotemporally varying coefficient modelling with Bayesian kernelized tensor regression. The important features of this package are: (a) Enabling local temporal and spatial modeling of the relationship between the response variable and covariates. (b) Implementing the model described by Lei et al. (2023) <doi:10.48550/arXiv.2109.00046>. (c) Using a Bayesian Markov Chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the model parameters. (d) Employing a tensor decomposition to reduce the number of estimated parameters. (e) Accelerating tensor operations and enabling graphics processing unit (GPU) acceleration with the 'torch' package.
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