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15 search results found

Gpboost ⭐ 486

Combining tree-boosting with Gaussian process and mixed effects models

Miscellaneous R Code ⭐ 140

Code that might be useful to others for learning/demonstration purposes, specifically along the lines of modeling and various algorithms. Now almost entirely superseded by the models-by-example repo.

Estimate Realtime Case Counts and Time-varying Epidemiological Parameters

Rbayesianoptimization ⭐ 75

Bayesian Optimization of Hyperparameters

{mvgam} R 📦 to fit Dynamic Bayesian Generalised Additive Models for time series analysis and forecasting

R-package for interpretable nonparametric modeling of longitudinal data using additive Gaussian processes. Contains functionality for inferring covariate effects and assessing covariate relevances. Various models can be specified using a convenient formula syntax.

Flexible Bayesian Optimization in R

Variational Inference for Langevin Equations

Greta.gp ⭐ 19

a greta extension for Gaussian process modelling

Gpvecchia ⭐ 12

Fast Gaussian-process inference using Vecchia approximations

Magmaclustr ⭐ 9

Clustering and Predictions with Multi-Task Gaussian Processes

Gp Predictit Blog ⭐ 9

Code for blog posts on Gaussian processes, including betting on PredictIt with GPs

Yieldcurvemodeling ⭐ 8

Yield Curve Modeling Using Dynamic Gaussian Processes

Gaupromod ⭐ 7

Software package for Gaussian Process (GP) modelling written in R language. The core functions are coded in C++ and based on the EIGEN library (through RcppEigen).

Winterconfhemavan2019 ⭐ 6

Material for my 'Bayesian Machine Learning' lectures at the Winter Conference in Statistics, Hemavan, Sweden, March 11-14, 2019.

The R package varycoef implements Gaussian processes spatially varying coefficient models.

An R package that implements the methods of geostatistics for functional data

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