Nearest Neighbor Gaussian Processes (NNGP) based models is a family of highly scalable Gaussian processes based models. In brief, NNGP extends the Vecchia's approximation to a process using conditional independence given information from neighboring locations. In this case study, I will briefly review response and random-effects NNGP models, ill…
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README.md

NNGP_STAN

Nearest Neighbor Gaussian Processes (NNGP) based models is a family of highly scalable Gaussian processes based models. In brief, NNGP extends the Vecchia's approximation to a process using conditional independence given information from neighboring locations. In this case study, I will briefly review response and latent NNGP models, illustrate how to code NNGP in Stan, and provide examples of implementing NNGP based models in Stan.