laGP swMATH ID: 14043 Software Authors: Robert B. Gramacy Description: laGP: Local Approximate Gaussian Process Regression. Performs approximate GP regression for large computer experiments and spatial datasets. The approximation is based on finding small local designs for prediction (independently) at particular inputs. OpenMP and SNOW parallelization are supported for prediction over a vast out-of-sample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lower-level (full) GP inference and prediction is also provided, as are associated wrapper routines for blackbox optimization under constraints via an augmented Lagrangian scheme, and large scale computer model calibration. Homepage: https://cran.r-project.org/web/packages/laGP/index.html Source Code: https://github.com/cran/laGP Dependencies: R Related Software: R; DiceKriging; tgp; DiceOptim; GPfit; mlegp; Matlab; FRK; spBayes; lhs; INLA; EGO; DACE; GPy; KrigInv; R-INLA; fda (R); mgcv; CRAN Task Views; gapfill Cited in: 25 Publications Standard Articles 1 Publication describing the Software Year all top 5 Cited by 83 Authors 7 Gramacy, Robert B. 3 Haaland, Benjamin 2 Datta, Abhirup 2 Finley, Andrew O. 2 Guinness, Joseph 2 Katzfuss, Matthias 2 Lawrence, Earl 2 Plumlee, Matthew 2 Sun, Furong 2 Sung, Chih-Li 1 Andersen, Hans-Erik 1 Ankenman, Bruce E. 1 Asher, Taylor G. 1 Bachoc, François 1 Banerjee, Sudipto 1 Bilskie, Matthew V. 1 Bingham, Derek R. 1 Borgonovo, Emanuele 1 Bouklas, Nikolaos 1 Cohen, Jeremy Emile 1 Cook, Bruce D. 1 Damoulas, Theodoros 1 Drake, R. Paul 1 Erickson, Collin B. 1 Francom, Devin 1 Fuhg, Jan Niklas 1 Furrer, Reinhard 1 Gahrooei, Mostafa Reisi 1 Gerber, Florian 1 Girolami, Mark A. 1 Gladish, Daniel W. 1 Grosskopf, Michael J. 1 Guhaniyogi, Rajarshi 1 Hammerling, Dorit 1 Heaton, Matthew J. 1 Holloway, James Paul 1 Hwang, Youngdeok 1 Johnson, Leah R. 1 Kim, Jae Kwang 1 Kleijnen, Jack P. C. 1 Kuhnert, Petra M. 1 Kupresanin, Ana 1 Kuranz, Carolyn C. 1 Lagnoux, Agnès 1 Lee, Herbert K. H. 1 Lee, Youngsaeng 1 Lindgren, Finn 1 Lu, Siyuan 1 Lu, Xuefei 1 Mangion, Andrew Zammit 1 Monterrubio-Gómez, Karla 1 Mordecai, Erin 1 Morton, Douglas C. 1 Murdock, Courtney 1 Niemi, Jarad 1 Nychka, Douglas W. 1 Pagendam, Daniel E. 1 Park, Jeong-Soo 1 Paynabar, Kamran 1 Peeters, Luk J. M. 1 Picheny, Victor 1 Pourmohamad, Tony 1 Rohr, Jason 1 Roininen, Lassi 1 Rosasco, Lorenzo A. 1 Rudi, Alessandro 1 Rutter, Erica M. 1 Ryan, Sadie J. 1 Sanchez, Susan M. 1 Sansó, Bruno 1 Seo, Yun Am 1 Stewart-Ibarra, Anna M. 1 Trantham, Matt 1 van Beers, Wim C. M. 1 Vaze, Jai 1 Wade, Sara 1 Walker, Andrew J. 1 Wang, Wenjia 1 Weikel, Daniel 1 Weiss, Robin M. 1 Yan, Hao 1 Zhang, Qiong 1 Zhang, Tianqi all top 5 Cited in 17 Serials 4 The Annals of Applied Statistics 4 SIAM/ASA Journal on Uncertainty Quantification 2 Journal of Computational and Graphical Statistics 2 Journal of Agricultural, Biological, and Environmental Statistics 1 The American Statistician 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of the American Statistical Association 1 Journal of Statistical Planning and Inference 1 Operations Research 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Test 1 Statistica Sinica 1 INFORMS Journal on Computing 1 Journal of Statistical Theory and Practice 1 Statistics and Computing all top 5 Cited in 10 Fields 22 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 3 Computer science (68-XX) 3 Operations research, mathematical programming (90-XX) 2 Geophysics (86-XX) 1 Numerical analysis (65-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) 1 Biology and other natural sciences (92-XX) Citations by Year