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
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1.1.1
Mar 9, 2026