tulpa-package: tulpa: Templated Unified Library for Posterior Approximation...

In tulpa: Templated Unified Library for Posterior Approximation in Bayesian Hierarchical Models

tulpa: Templated Unified Library for Posterior Approximation in Bayesian Hierarchical Models

Description

A general-purpose engine for fitting Bayesian hierarchical models with spatial fields, temporal effects, spatially varying coefficients, and multiple inference backends. Scalable spatial structure includes Hilbert space approximate Gaussian processes (HSGP; Riutort-Mayol et al. 2023 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11222-022-10167-2")}), nearest-neighbor Gaussian processes (NNGP; Datta et al. 2016 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.2015.1044091")}), intrinsic conditional autoregressive models (ICAR; Besag, York, and Mollie 1991 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/BF00116466")}), the reparameterized Besag-York-Mollie model (BYM2; Riebler et al. 2016 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1177/0962280216660421")}), and stochastic partial differential equation fields (SPDE; Lindgren, Rue, and Lindstrom 2011 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/j.1467-9868.2011.00777.x")}). Temporal structure covers random walks, autoregressive processes, and Gaussian processes. Inference is tiered by correctness guarantee: exact Hamiltonian Monte Carlo with the No-U-Turn sampler, Laplace and nested Laplace approximations with hyperparameter integration (Rue, Martino, and Chopin 2009 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/j.1467-9868.2008.00700.x")}), and variational inference. Model-specific packages plug observation likelihoods into the engine through a templated C++ callback interface.

Author(s)

Maintainer: Gilles Colling [e-mail] (ORCID) [copyright holder]

Authors:

• Gilles Colling [e-mail] (ORCID) [copyright holder]

Other contributors:

• Frances Y. Kuo (Sobol direction numbers in src/sobol_direction_numbers.h, BSD-3-clause) [contributor, copyright holder]

• Stephen Joe (Sobol direction numbers in src/sobol_direction_numbers.h, BSD-3-clause) [contributor, copyright holder]

• Arm Limited (exp and log routines in src/fastmath.h and src/fastmath_data.cpp, MIT) [copyright holder]

• The Walnutpie Developers (WALNUTS transition in inst/include/tulpa/walnuts.h, ported from walnutpie, MIT) [copyright holder]

See Also

Useful links:

• https://github.com/gcol33/tulpa

• https://gillescolling.com/tulpa/

• Report bugs at https://github.com/gcol33/tulpa/issues

tulpa documentation built on Oct. 19, 2026, 5:09 p.m.