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BayesNSGP

Bayesian Analysis of Non-Stationary Gaussian Process Models

v0.2.0 · Dec 11, 2025 · GPL-3

Description

Enables off-the-shelf functionality for fully Bayesian, nonstationary Gaussian process modeling. The approach to nonstationary modeling involves a closed-form, convolution-based covariance function with spatially-varying parameters; these parameter processes can be specified either deterministically (using covariates or basis functions) or stochastically (using approximate Gaussian processes). Stationary Gaussian processes are a special case of our methodology, and we furthermore implement approximate Gaussian process inference to account for very large spatial data sets (Finley, et al (2017) <doi:10.48550/arXiv.1702.00434>). Bayesian inference is carried out using Markov chain Monte Carlo methods via the "nimble" package, and posterior prediction for the Gaussian process at unobserved locations is provided as a post-processing step.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies nimble FNN Matrix StatMatch BayesNSGP

Version History

new 0.2.0 Mar 9, 2026