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shrinkGPR

Scalable Gaussian Process Regression with Hierarchical Shrinkage Priors

v1.1.1 · Oct 1, 2025 · GPL (>= 2)

Description

Efficient variational inference methods for fully Bayesian Gaussian Process Regression (GPR) models with hierarchical shrinkage priors, including the triple gamma prior for effective variable selection and covariance shrinkage in high-dimensional settings. The package leverages normalizing flows to approximate complex posterior distributions. For details on implementation, see Knaus (2025) <doi:10.48550/arXiv.2501.13173>.

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

Dependency Network

Dependencies Reverse dependencies gsl progress rlang torch shrinkGPR

Version History

new 1.1.1 Mar 9, 2026