Last updated: 2024-12-06

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Knit directory: online_tut/

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Rmd bb32e24 Ziang Zhang 2024-11-20 Start workflowr project.

For an overview of the sGP model and its computational methods, see this paper.

BayesGP, available on CRAN, efficiently implements Gaussian process priors (including the sGP) for a variety of Bayesian hierarchical models.

sGPfit, available on GitHub, is designed to help with more advanced applications of the sGP, including fitting the exact process via the state-space representation.

Tutorials:

These tutorials are organized progressively, starting with basic concepts and moving to more advanced topics. We recommend beginning with the first tutorial and proceeding in order.

Background Readings:

Our implementation of the sGP model is grounded in the framework of Bayesian hierarchical models, specifically the Extended Latent Gaussian Models (ELGMs). Approximate Bayesian inference for ELGMs typically relies on the Laplace approximation and Adaptive Gauss-Hermite Quadrature (AGHQ).

For readers less familiar with these concepts, we recommend the following resources:

Additionally, for readers seeking more tutorials on the SPDE framework, from which the sGP prior is derived, we recommend this work by Miller et al. (2020).