tulpa
A general-purpose engine for fitting Bayesian hierarchical models with spatial fields, temporal effects, spatially varying coefficients, and multiple inference backends. Scalable spatial structure includes Hilbert space approximate Gaussian processes (HSGP; Riutort-Mayol et al. 2023 <doi:10.1007/s11222-022-10167-2>), nearest-neighbor Gaussian processes (NNGP; Datta et al. 2016 <doi:10.1080/01621459.2015.1044091>), intrinsic conditional autoregressive models (ICAR; Besag, York, and Mollie 1991 <doi:10.1007/BF00116466>), the reparameterized Besag-York-Mollie model (BYM2; Riebler et al. 2016 <doi:10.1177/0962280216660421>), and stochastic partial differential equation fields (SPDE; Lindgren, Rue, and Lindstrom 2011 <doi:10.1111/j.1467-9868.2011.00777.x>). Temporal structure covers random walks, autoregressive processes, and Gaussian processes. Inference is tiered by correctness guarantee: exact Hamiltonian Monte Carlo with the No-U-Turn sampler, Laplace and nested Laplace approximations with hyperparameter integration (Rue, Martino, and Chopin 2009 <doi:10.1111/j.1467-9868.2008.00700.x>), and variational inference. Model-specific packages plug observation likelihoods into the engine through a templated C++ callback interface.
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- An intuitive Bayesian spatial model for disease mapping that accounts for scaling
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Bayesian image restoration, with two applications in spatial statistics
- Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming
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