Gaussian Processes (GPs) are a powerful tool for Bayesian time-series modeling, yet their cubic computational cost remains a severe barrier for application to long, high-cadence datasets in astronomy. While specialized scalable solvers like Celerite elegantly reduce this scaling to linear time, repeatedly evaluating the exact likelihood during iterative Bayesian sampling is a bottleneck for developing more complex models, like hierarchical or additive models in which Celerite is only one component. To make this inference computationally tractable, we introduce a generative surrogate framework. By utilizing a Variational Autoencoder (VAE) to learn a compressed representation of the Celerite prior, we map highly correlated stochastic dependencies into a low-dimensional, isotropic manifold. This transition completely bypasses exact covariance operations, shifting the computational burden to a rapid neural network forward pass. Through an extensive simulation study, we show that the generative surrogate accurately reproduces the structural fidelity of exact physical kernels like Celerite. Finally, we demonstrate embedding our VAE approximation into an additive model that combines Celerite and a hidden Markov model (HMM) for stellar flare detection in time series data of stars. We evaluate the joint VAE+HMM architecture against the exact Celerite+HMM framework on empirical astrophysical time series and demonstrate that the proposed methodology achieves significant reductions in computational time, enabling the rigorous, large-scale characterization of stellar flares across massive data archives.
Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse inducing kernel approximations based on a dyadic ordered template basis, incurring only O(logM) complexity dependence on the number of inducing points. Our approach constructs compact and expressive kernel representations from sparsely activated bases, enabling efficient tensorized GPU computation and seamless integration with modern large-scale models. SIKA-GP can be naturally embedded into Bayesian neural networks (BNNs) with sparse activations, yielding significant speedups in both training and inference without sacrificing predictive performance. The method naturally extends to deep feature learning, addressing the scalability challenges introduced by deep architectures and high-dimensional feature representations. Empirical results on vision and transformer-based language benchmarks demonstrate that our approach consistently delivers fast and accurate GP models, providing a principled path toward scalable kernel learning.
Bayesian inference provides a principled foundation for reasoning under uncertainty, but its computational cost hinders deployment on resource-constrained edge devices. In this paper, we present a hardware-oriented methodology for accelerating discrete Bayesian inference on commercial off-the-shelf embedded GPUs. We identify that the latency of a broad class of variational message-passing algorithms is dominated by tensor contractions. Our approach restructures the memory layout of these operations using two complementary merging strategies that produce compact, regularly-shaped primitives better suited for efficient GPU execution. We then introduce optional sparse array representations and a tensor-clustering scheme to reduce the memory footprint. We instantiate the methodology and produce optimized variants of three message-passing algorithms for Hidden Markov Models (HMMs), namely variational filtering, variational message passing, and marginal message passing. Furthermore, we complement this with a machine-learning-based autotuner that automatically selects the best-performing algorithmic variant for a given generative model specification. Benchmarked on an NVIDIA Jetson Orin AGX across 770 randomly sampled realistic Partially Observable Markov Decision Process (POMDP) configurations, our implementations achieve speedups of up to 5x, with typical gains of 2-2.5x, while producing numerically identical outputs to the baseline implementations.
We present BEAST, the first-ever Bayesian Swin Transformer for atmospheric forecasting on 0.25∘ global resolution able to accurately quantify both aleatoric and epistemic uncertainty. To overcome the associated computational bottlenecks, we devise an orthogonal 4D-parallelization scheme that introduces a unique domain-tensor-parallelism strategy and a novel uncertainty parallel method, enabling us to fully leverage GPU capacity and efficiently scale model training. For a 2.4-billion-parameter model, we achieve a peak performance of 3.96 EFLOP/s on 20,480 NVIDIA GH200 GPUs on the JUPITER supercomputer. We train BEAST as a 700-million-parameter model with 96 random weight samples on 384 nodes on 40 years of data for nearly one million gradient updates. This model achieves predictive skill scores competitive with state-of-the-art probabilistic atmospheric AI models and numerical models, and can predict extreme events with exceptional skill, while generating large ensembles 3 to 4 times faster than the current-best AI model. Our contribution unlocks the potential of high-fidelity uncertainty quantification in atmospheric AI models, heralding a new era for AI-based models in climate and Earth system sciences.
Deifilia Kieckhefen, Juan Pedro Gutiérrez Hermosillo Muriedas, Lars Helge Heyen +12