BKTR0.2.0 package

Bayesian Kernelized Tensor Regression

Facilitates scalable spatiotemporally varying coefficient modelling with Bayesian kernelized tensor regression. The important features of this package are: (a) Enabling local temporal and spatial modeling of the relationship between the response variable and covariates. (b) Implementing the model described by Lei et al. (2023) <doi:10.48550/arXiv.2109.00046>. (c) Using a Bayesian Markov Chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the model parameters. (d) Employing a tensor decomposition to reduce the number of estimated parameters. (e) Accelerating tensor operations and enabling graphics processing unit (GPU) acceleration with the 'torch' package.

  • Maintainer: Julien Lanthier
  • License: MIT + file LICENSE
  • Last published: 2024-08-18