shrinkGPR

cranv2.0.0

Scalable Gaussian Process Regression with Hierarchical Shrinkage Priors. Efficient variational inference methods for fully Bayesian univariate and multivariate Gaussian and t-process regression models. Hierarchical shrinkage priors, including the triple gamma prior, are used for effective variable selection and covariance shrinkage in high-dimensional settings. The packa

License GPL (>= 2)0 versions1 maintainers7 deps137 weekly dl
https://CRAN.R-project.org/package=shrinkGPR
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25/25
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3/20
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25/25
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Dependencies (7)
gslprogressrlangutilsmethodstorchmniw
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First published · 2026-03-30 15:53:30

Last updated · 2026-03-30T13:10:03+00:00