Gaussian Processes

GaussianProcesses.jl is a Julia package for working with Gaussian processes.

github.com/STOR-i/GaussianProcesses.jl
Gaussian Processes homepage screenshot

About Gaussian Processes

GaussianProcesses.jl is a Julia package for fitting Gaussian process models, a nonparametric Bayesian method that places a prior over functions. The main GP function fits a model from training points, a mean function, a kernel, and optionally a likelihood; exact fits apply when observations are Gaussian distributed about the latent function, while non-Gaussian data are handled by Monte Carlo sampling from the posterior. The package requires Julia version 0.7 or above and is installed with Pkg.add("GaussianProcesses").

Key features

  • Fits exact Gaussian process models for Gaussian-distributed observations
  • Supports Monte Carlo sampling from the posterior for non-Gaussian data
  • Estimates parameters by maximizing log-likelihood with optimize!
  • Offers Hamiltonian Monte Carlo sampling through the mcmc function
  • Provides an elliptical slice sampler for Gaussian likelihood data
  • Variational approximation (vi) for fast, approximate inference on Poisson data
Best for: Researchers and statisticians working in Julia who need nonparametric Bayesian modelling of data with Gaussian processes.
Good for
  • Combines model fitting, parameter estimation and posterior sampling in one package
  • Provides several inference routes: log-likelihood optimization, Hamiltonian Monte Carlo, elliptical slice sampling and a variational approximation
  • Documentation is available in the Julia REPL help mode, with notebooks showing example usage
Watch out for
  • Requires Julia version 0.7 or above
  • The elliptical slice sampler applies only when the data exhibits a Gaussian likelihood
  • The variational approximation covers Poisson data and is approximate rather than exact

Gaussian Processes at a glance

Type
Open-source project
Pricing
Not confirmed. Check the site
Open source
Not stated
Language
English
Last checked
Oct 6, 2026 · Online when checked
Listed
Oct 5, 2026

Gaussian Processes alternatives

Tools and sites you could use instead, ranked by how closely they match.

All 24 alternatives

Popular in Models & ML Research

Well-known listings from the same topic.

All 69

Gaussian Processes FAQ

What Julia version does GaussianProcesses.jl require?
It requires Julia version 0.7 or above.
How do you install the package?
Inside a Julia session, run using Pkg followed by Pkg.add("GaussianProcesses").
How should the package be cited?
Reference the paper by Fairbrother, Nemeth, Rischard, Brea and Pinder, "GaussianProcesses.jl: A Nonparametric Bayes Package for the Julia Language," Journal of Statistical Software, volume 102, pages 1-36, 2022.
Is something wrong or out of date?

Tell us and an editor will check it.

Own this website?

Claim the listing and suggest updates yourself. An editor checks every claim first.

Claim this listing