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GPvecchia - MaRDI portal

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GPvecchia (Q1353875)

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Scalable Gaussian-Process Approximations
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English
GPvecchia
Scalable Gaussian-Process Approximations

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    0.1.4
    24 October 2022
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    0.1.6
    8 February 2024
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    8 February 2024
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    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>.
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