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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

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