GPvecchia: Scalable Gaussian-Process Approximations
Matthias Katzfuß, Marcin Jurek, Daniel Zilber, Wenlong Gong · 2019
Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) . Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) and MaxMin ordering proposed in Guinness (2018) .