Covariance-Boosted Gaussian Processes for Spatiotemporal Irregularities
Authors: Jeremy Ovadia
Organizations: Sequoia Research Corporation 2875 Temple Ave Signal Hill, CA, 90755, USA
Abstract
Nonstationary Gaussian process (GP) models are powerful tools for capturing input-dependent variability by adapting to observed data. However, with limited sampling and highly parameterized covariance structure, they are often prone to overfitting and overconfident uncertainty estimates, potentially leading to misleading predictions in safety-critical applications. Motivated by ionospheric modeling for satellite-based augmentation systems (SBAS), this paper proposes a Covariance-Boosted Gaussian Process (CBGP) framework centered upon boosting covariance priors to discover nonstationary latent functions for signal and observation variation that capture irregularities in the input domain. An additional layer of GP modeling of "partially-whitened" observations guides latent function relative error estimation that is used to iteratively update weak priors in a gradient descent-like procedure. Following boosting, restrictions are imposed upon prior covariances to prevent overfitting while posterior uncertainties are inflated to prevent model overconfidence. CBGP model efficacy and robustness are demonstrated through out-of-sample testing of both simulated and real-world applications that meet a three-nines integrity standard. The modeling of an extensive ionospheric storm dataset over South America suggests accurate and reliable means to compute SBAS ionospheric corrections in the most challenging space weather environment using regional models that are more informed and responsive than local fitting performed by currently-operating SBAS.
Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static method does not account for changes in spatial correlation induced by covariates, limiting its ability to predict nonstationary GPs under new covariate conditions. To enable predictive modeling of the deformation method, we propose to model the spatial deformation as a function of covariates. The spaces of diffeomorphic deformations and Euclidean covariate vectors are connected by characterizing deformations as generated by velocity fields living in a Lie algebra. To overcome the estimation instability caused by high-order interactions between multiple covariates in a general Lie algebra, we prove that those interactions can be truncated with a moderate physical assumption. Based on the theoretical results, a concise functional form of deformations driven by multiple covariates can be established, and an efficient estimation-inference algorithm is developed for out-of-sample nonstationary GP prediction with limited covariate-deformation sample pairs. The effectiveness and generalizability of the method are demonstrated on a simulation study and two case studies, in the fields of manufacturing and geostatistics, respectively.
Most data-driven ionospheric forecasting models operate on gridded products, which do not preserve the time-varying sampling structure of satellite-based sensing. We instead model the ionosphere as a dynamic graph over ionospheric pierce points (IPPs), with connectivity that evolves as satellite positions change. Because satellite trajectories are predictable, the graph topology over the forecast horizon can be constructed in advance. We exploit this property to condition forecasts on the future graph structure, which we term ephemeris conditioning. This enables prediction on lines of sight that appear only in the forecast horizon. We evaluate our framework on multi-GNSS (Global Navigation Satellite System) data from a co-located receiver pair in Singapore spanning January 2023 through April 2025. The task is to forecast Rate of TEC Index (ROTI)-defined irregularities at 5-minute cadence up to 2 hours ahead as binary probabilistic classification per node. The resulting model, IonoDGNN, achieves a Brier Skill Score (BSS) of 0.49 and a precision-recall area under the curve (PR-AUC) of 0.75, improving over persistence by 35% in BSS and 52% in PR-AUC, with larger gains at longer lead times. Ablations confirm that graph structure and ephemeris conditioning each contribute meaningfully, with conditioning proving essential for satellites that rise during the forecast horizon (receiver operating characteristic AUC: 0.95 vs.\ 0.52 without). Under simulated coverage dropout, the model retains predictive skill on affected nodes through spatial message passing from observed neighbors. These results suggest that dynamic graph forecasting on evolving lines of sight is a viable alternative to grid-based representations for ionospheric irregularity forecasting. The model and evaluation code will be released upon publication.
This paper extends safety guarantees for multi-task Bayesian optimization with uncertain co-regionalization matrices from intrinsic co-regionalization models to linear models of co-regionalization. The latter allows for more flexible modeling of the inter-task correlations by composing multiple features. We derive uniform error bounds for vector-valued functions sampled from a Gaussian process with a linear model of co-regionalization kernel. Furthermore, we show the potential performance gains of linear models of co-regionalization in a numerical comparison on a safe multi-task Bayesian optimization benchmark.