Gaussian Process

Sparse Gaussian processes achieve $O(N)$ inference by replacing the kernel with an appropriate expansion in a fixed basis $\{φ_j\}$ on the input space. Given a compute budget $M \ll N$, practitioners conventionally truncate the basis to its first $M$ entries. Nothing in the formalism, however, prevents one from selecting only those $M$ basis functions that matter for the data at hand. This would avoid spending budget on basis functions where there is no signal, but it requires a criterion for ranking the candidates. We propose three such criteria derived from an information-theoretic view of the basis-function selection problem. Each criterion matches a different state of knowledge at selection time: a no-data state, a no-prior state, and an in-between state. We then study the performance of truncation versus selection strategies on six UCI regression benchmarks across three basis families: Hilbert-space Gaussian processes (HSGP), variational Fourier features (VFF), and variational inducing spherical harmonics (VISH). We observe that the no-data criterion is a safe default, matching or improving on truncation for HSGP, VFF and VISH, with substantial gains for VISH and improvements over a recently developed selection heuristic for that basis family. The data-aware no-prior and in-between criteria provide substantial gains over truncation specifically for HSGP, which is the most broadly used of the three families in practice.

In this paper, we tackle the problem of jointly estimating the system states and partially unknown dynamics within distributed sensor-equipped networks, particularly in scenarios where only partial state observations are available. To address this issue, we propose an observer-based dynamic cooperative learning framework incorporating online distributed Gaussian Process (GP) regression, which enables accurate estimation despite incomplete in measurements and deficient GP models. In addition, a novel data collection strategy is introduced, with theoretical conditions ensuring feasible data acquisition. Moreover, we also derive an error upper bound encompassing state estimation and model estimation, leveraging the deterministic error bounds of GPs. Empirical simulations demonstrate the superiority of our approach compared to existing distributed GP-based methods.

Gaussian Processes (GPs) are widely used as surrogates for black-box functions in sequential decision-making problems such as Bayesian optimization (BO), level set estimation (LSE), and Bayesian active learning (BAL). GP performance critically depends on kernels, and standard kernels can lead to suboptimal decisions under misspecification. To address this, we introduce HACK GPs (Hedge Adaptive Cumulative Kernels), a method that views kernel selection as an online learning with expert advice problem. HACK treats each candidate kernel as a GP "expert" and updates a distribution over experts online using AdaHedge, based on a loss received as a proxy for their ability to fit the function and align with the task objective. We provide two variants of HACK: (i) Mixture of Gaussians (MoG) and (ii) categorical sampling. We establish general guarantees showing that, under a loss-gap condition, the weight concentrates on the best kernel and the resulting acquisition function is close to that of the best expert. Empirically, we observe robust performance across BO, LSE, and BAL compared to standard kernels such as Squared Exponential and Matern-5/2, as well as simple ensemble baselines.

We present Personalized Federated Hierarchical Gaussian Processes (pFedHGP) for probabilistic regression and classification when data are distributed across heterogeneous clients. Each client's latent function decomposes into (i) a shared global component, (ii) a client-specific deviation that shares the global kernel structure, and (iii) a flexible local residual. Sparse inducing-variable approximations and federated variational inference keep raw data local while the server synchronizes only low-dimensional statistics for the shared component. Full predictive distributions support uncertainty-aware decisions. In application studies, pFedHGP attains perfect fault classification in press tonnage monitoring using 13.77% of labeled cycles and recovers geographic zones in federated air-quality modeling without centralizing station-level time series. An Instantaneous Linear Mixing Model viewpoint links the hierarchy to multi-output Gaussian processes for correlated sensors.

Kernel methods, and Gaussian Processes (GPs) in particular, require a Hilbertian distance measure---one whose square is conditionally negative definite (CND)---to guarantee positive semi-definiteness (PSD) of the kernel matrix; a condition that fails for many natural input spaces, including smooth manifolds and spaces of probability distributions. We propose the Sparse Landmark Embedding (SLE) kernel, which eliminates this requirement entirely. Each input is embedded into a sparse feature vector via compactly supported bump functions centered at all |D| training points; applying any standard PSD kernel in this embedding space yields a kernel that is provably PSD for arbitrary distance measures. The compact support automatically controls embedding sparsity, keeping kernel matrices well-conditioned and computationally tractable despite the high ambient dimension. We provide theoretical guarantees on PSD, sparsity, stability, and universal approximation, and demonstrate, using geodesic and Wasserstein distances, that the SLE kernel matches or substantially exceeds domain-specific baselines in both predictive accuracy and uncertainty quantification.

Robot swarms, by virtue of their decentralised architecture, are a natural tool for scalable, robust modelling of spatial fields, such as water temperature, wind velocity, or terrain elevation. However, existing methods rely on external positioning systems that allow each robot to determine its own position in space. Here, we introduce location-unaware Gaussian process regression (LU-GPR) as a solution to the modelling of spatial fields in the absence of such positioning systems. LU-GPR allows each robot to infer the posterior mean and variance of the field in space, while simultaneously agreeing on a common frame of reference with its peers, using only local sensing and communication. We propose an online algorithm that allows each robot to consistently infer local estimates as its local frame of reference converges to the common one. By means of a product of experts model, each robot also combines the estimates of its peers with its own to obtain a global model. Our results show that LU-GPR scales well with the number of robots and is robust to limited communication ranges. We also demonstrate how it can be used in real-world monitoring scenarios to estimate the flow of an evacuating crowd.

Warped Gaussian processes (GPs) handle non-Gaussian observations by mapping them into a latent standard GP via a parametric transformation called warping. Existing streaming variants, however, either optimize the warping parameters periodically or sacrifice analytical tractability for a higher model capacity. To bridge this gap, we show that the gradient of the instantaneous negative log-likelihood of a warped GP admits an exact recursive computation. Based on this result, we propose a novel online method for warped GPs that jointly updates the latent GP moments and optimizes the warping parameters.

Machine learning-based partial differential equations (PDEs) solvers have attracted significant attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and kernel method (such as physics-informed Gaussian Processes). We introduce a physics-informed random feature method for countering part of the spectral bias which PINN-based solvers are facing for a certain class of PDEs. Random feature method was originally proposed to approximate large-scale kernel machines and can be viewed as a specialized randomized neural network. Compared to other state-of-the-art PINN-based solvers which require a large number of collocation points, our proposed method reduces the computational complexity. In this paper, we develop a rigorous approximation error analysis and derive high-probability error bounds on the $H^1$ norm. We provide extensive numerical tests for verifying our theoretical guarantees on error decay rates, as well as several comparison tests to showcase our claimed capability for combating spectral bias in these deep learning based methods.

Bayesian optimisation (BO) typically relies on a single global Gaussian process (GP) model as its surrogate model. However, GP regression has cubic computational complexity in the number of training data points, limiting its applicability to large-scale optimisation problems. The product-of-experts Gaussian process model with uncertainty calibration (GP-pro-c) mitigates this limitation by combining multiple local GP experts, enabling improved uncertainty quantification, reduced computational cost, and preservation of global correlations. Despite these desirable properties, the use of GP-pro-c in BO has not been thoroughly studied. This paper introduces BO-pro-c, a Bayesian optimisation algorithm that uses GP-pro-c as its surrogate model, and evaluate its performance across a diverse range of BO settings. Experimental results suggest that BO-pro-c maintains competitive optimisation performance while achieving a 0.9% reduction in simple regret and a 39.4% reduction in computational overhead relative to a BO algorithm based on a single global GP model.

Agent-based model predictive control (AMPC) has recently been proposed as a distributed scheme that collaborates with all agents to achieve optimal holistic performance. However, its optimality highly depends on the prediction accuracy that requires all agents or their contributions to be known, which is too idealistic for actual implementation. This research proposes a novel practical hybrid control scheme - learning agent-based MPC (LAMPC), combining the model-based AMPC approach and data-based learning methods to improve the holistic vehicle performance for multi-agent systems. The Gaussian process regression (GPR) enhanced by an online data management strategy serves as the learning core to predict unknown contributions. A novel multi-step prediction mechanism leverages the GPR learning potential along the horizon. The predicted mean, representing the learned unknown contributions, completes the system model in the MPC for more accurate control. Meanwhile, a stochastic framework is formulated to guarantee control safety and feasibility using soft chance constraints based on the prediction variance. Both simulations and experiments show that, with the learning capability, LAMPC outperforms the traditional AMPC. LAMPC can achieve higher tracking performance in well-learned scenarios and always guarantee constraint satisfaction even in less-learned scenarios. Moreover, the proposed hybrid control scheme is efficient for real-time implementation and is flexible to any control agent topology.

Skill adaptation frameworks based on reinforcement learning often require restrictive assumptions to maintain stability, such as fixed observations or tightly controlled exploration schedules. In cluttered and dynamic environments, however, unrestricted exploration can lead to unsafe behaviour and unstable learning, particularly when task-relevant observations lie near obstacles or involve moving objects. In this work, we present Dist-GPRL, a distance-aware and safety-guided reinforcement learning framework for structured robot skill adaptation. Building upon Gaussian Process (GP)-based skill parameterisation, our framework sequentially adapts overlapping local windows of sparse trajectory via-points rather than modifying the complete skill at every policy step. Raw policy outputs are correlated through the GP covariance structure, producing temporally coherent trajectory updates while reducing the action-space and credit-assignment difficulties associated with global trajectory adaptation. Safety is incorporated through two complementary forms of guidance. A safe-subspace prior derived from the Hausdorff Approximation Planner (HAP) biases policy exploration toward feasible regions, while dynamically updated distance field clearance and gradient rewards provide local obstacle awareness. A trajectory-kinematics similarity regulariser further preserves the demonstrated velocity and acceleration characteristics during adaptation. We evaluate the framework on two dynamic object-manipulation tasks in simulation and transfer the learned policy to real-world robot execution. Experimental results demonstrate higher task success, lower collision frequency, and more stable learning than the baselines, while preserving the kinematic characteristics of the demonstrated skill.

We address the challenge of scalable uncertainty quantification in large-scale scientific applications, where complex state-of-the-art machine learning methods are often computationally infeasible. Our primary contribution is a simple yet effective empirical Bayes method for automatically tuning the hyperparameters of a flexible, heteroscedastic Spectral-normalized Neural Gaussian Process. This approach retains the expressiveness and uncertainty-awareness of semi-Bayesian neural models while significantly reducing the computational burden by integrating hyperparameter learning directly into the training loop. We demonstrate the practical impact of our method on the task of estimating the dynamic aperture in circular particle accelerators, a fundamental problem in high-energy physics colliders and storage rings, using simulation data from the case of the Large Hadron Collider at CERN. Traditional approaches to DA estimation require extensive particle-tracking simulations, which are prohibitively time-consuming and resource-intensive. Our results show that the proposed method achieves competitive predictive performance and well-calibrated uncertainty estimates at much lower computational cost than state-of-the-art approaches. We stress that, beyond this application, the proposed empirical Bayes framework offers a general solution for training heteroscedastic neural models in situations where manual hyperparameter tuning is impractical. Accordingly, we anticipate that this framework can be applied to other domains that encounter comparable computational limitations.

Hyphenation patterns remain a compact and widely deployed solution for word breaking in typesetting systems, text processors, and web rendering engines, but their generation still depends on manually tuned patgen program parameter profiles. We formulate patgen profile selection as a black-box hyperparameter optimization problem and evaluate Gaussian-process Bayesian optimization for this task. The search objective combines a precision-oriented F_{1/7}-score with an explicit trie size-accuracy trade-off using a normalized trie-size penalty. We evaluate the method on 17 hyphenated word-list datasets covering 14 languages and multiple scripts. Against two strong hand-tuned profiles regenerated from the same 8/10 training split and evaluated on the same 1/10 held-out test split, the GP-optimized profiles improve F_{1/7} on 16 of 17 datasets and reduce trie size on all 17. The median optimized/baseline trie ratio is 0.407. A dataset-level sign test gives p = 1.37e-4; a separate budget-matched comparison on five representative datasets shows that systematic search is competitive and usually improves over the best hand-tuned profile under the fixed comparison objective. The results show that model-based optimization can make pattern generation more reproducible and less dependent on expert trial-and-error while keeping the accuracy-compactness trade-off explicit.

Gaussian-process Bayesian optimization (GP-BO) excels at black-box optimization of costly functions, e.g., hyperparameter optimization (HPO) and multi-agent system (MAS) design. Convergence-rate guarantees exist for select methods, notably GP upper confidence bound (GP-UCB), but require a fixed kernel. Critically, the kernel encodes how input proximity affects objective value similarity. When raw coordinates poorly match this geometry - as with log-scaled hyperparameters or localized peaks - input warping can greatly improve sample efficiency, yet known GP-UCB proofs require a fixed kernel. We propose Finite-Library Input-Warped Bayesian Optimization (FLIWBO), which selects warps from a finite library of smooth input maps by any history-dependent rule. It adapts the input geometry to accelerate learning while retaining high-probability convergence guarantees under mild hypotheses, with an explicit $\sqrt(N_\varepsilon)$ library-size cost. Controlled diagnostics show that finite-library warping repairs planted geometry mismatches and identify FLIWBO failure cases. Across four repeated benchmarks - warped synthetic objectives, a confidence-fence trap, and Fashion-MNIST HPO - FLIWBO-UCB beats raw-coordinate GP-UCB under misspecified geometry, escapes traps that defeat even oracle-warp expected improvement, and recovers much of the gain from manual log scaling, while leading the tested methods that admit a matching regret guarantee. A 20-dimensional MAS design study further shows feasibility under costly noisy evaluations. Code for experiments is available: https://github.com/edvin-ketabati/bogp-paper-experiments.

This paper studies the regret analysis for parallel Gaussian process (GP) bandit optimization. The known regret upper bounds for the widely used GP batched upper confidence bound and GP batched Thompson sampling (GP-BTS) suffer from a multiplicative factor with respect to the batch size $Q$. To avoid this degradation, existing analyses require a polynomial number of uncertainty sampling (US) for $Q$ at the beginning of optimization. However, this initial US phase is often ineffective in practice. This paper shows that the regret upper bound without the multiplicative factor on $Q$ can be achieved without the initial US phase, using GP-BTS as an example. Furthermore, we show much better regret upper bounds in the noiseless setting than in the noisy setting, as in the sequential GP bandit setting.

Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs. We express multi-output Gaussian process regression as a Forney-style factor graph in which a nearest-neighbor chain orders a fixed candidate set of $C$ inputs into a one-dimensional sequence. Along this chain, latent Matérn processes evolve through linear-Gaussian transition factors, while the linear model of coregionalization mixes $L$ latent processes into $D$ outputs through a deterministic mixing factor and per-output scalar observation factors. Posterior computation reduces to exact Gaussian message passing on the chain at cost $\mathcal{O}(C(DL^2 + L^3))$ after chain construction, and missing observations omit their local factor without any covariance-matrix restructuring. The formulation therefore scales in the number of data samples and in the rate of missing observations, while remaining best suited to candidate sets in low input dimension.We compare the factor-graph formulation against an exact kernel-matrix baseline, a sparse-variational inducing-point baseline, and a nearest-neighbor baseline on a synthetic input-dimension sweep and on electricity time series forecasting. At low input dimension the factor-graph posterior tracks the exact kernel-matrix posterior closely, and the gap grows gradually as input dimension increases while staying competitive with both approximate baselines. On the electricity time series our factor-graph formulation matches all three baselines in forecast accuracy while scaling linearly in the number of data points, where the exact kernel-matrix method becomes infeasible and the inducing-point baseline remains substantially slower.

Contact-centric tasks on surfaces, ranging from inspection and cleaning to sanding and polishing, require robots to systematically cover the surface while maintaining stable contact. Ergodic control generates trajectories that spend time at a location proportional to a desired, task-specific spatial distribution, enabling efficient information gathering and coverage. However, traditional ergodic control methods rely on prior knowledge of surface geometry or require a vision sensory input to scan the geometry beforehand, limiting their applicability in real-world scenarios with unknown or dynamic environments. This paper introduces a novel online ergodic control framework that achieves systematic surface coverage while simultaneously reconstructing unknown surface geometry. We employ a Gaussian Process Implicit Surface (GPIS) model that learns global surface geometry from intrinsic tactile sensing during execution. For efficient online planning, we approximate the surface locally using point clouds sampled from tangent planes at observed contact points and iteratively fit them to the Gaussian Process. This approximation simultaneously serves as the sampling domain for both the target and the coverage distributions. We employ a heat-diffusion analogy to compute potential fields that guide ergodic exploration, translating spatial coverage objectives into smooth robot trajectories. We demonstrate our framework through simulation and real-robot experiments, validating simultaneous ergodic coverage and online surface geometry learning with reconstruction errors approaching the ground truth.

Predictive coding offers a powerful framework for cortical computation, yet scalable implementations that respect both Bayesian exactness and neurobiological constraints remain scarce. We bridge this gap by formally connecting predictive coding to Recursive Gaussian Processes (RGPs). RGPs employ a single Gaussian process $g(t, \cdot)$ indexed by layer index and input value, preventing the representational collapse of standard deep Gaussian processes while allowing learnable cross-layer dependence via $r_{1g}$. We demonstrate that RGPs intrinsically implement hierarchical Bayesian inference, uncertainty propagation, and precision-weighted prediction error. Critically, we map RGP components---the shared GP, spike-and-slab variable selection, and MCMC dynamics---onto the canonical cortical microcircuit, providing a neurobiological substrate for these computations. Drawing on the free energy principle, we show that RGP inference minimizes variational free energy, formally linking Bayesian mechanics to neuronal dynamics. Our synthesis positions RGPs as both a principled computational tool and a candidate model for the brain's predictive machinery, generating testable predictions for laminar-specific dynamics and spectral asymmetries between feedforward and feedback processing.

Deep generative models (DGMs) are widely used for complex high-dimensional data and increasingly applied to spatial and spatio-temporal modeling. Their generated samples implicitly represent the learned data distribution and associated uncertainty. However, for real-world data, assessing whether DGMs have learned the underlying process is difficult because the ground truth is unknown and evaluation often relies on observations alone. We evaluate representative DGMs, flow matching (FM), DDPM, score-SDE, and VAE, on a known non-stationary Gaussian random field. This paper provides comprehensive metrics to assess recovery of the ground-truth mean and covariance structures, with oracle samples and a stationary control as references. All four models recover the mean surface, while their covariance recovery differs across model families: DDPM and score-SDE recover the covariance structure reasonably well, FM exhibits mildly attenuated non-stationarity and slight variance under-dispersion, and VAE has difficulty recovering the covariance structure. An experiment on ERA5 temperature anomalies further demonstrates how the framework can support the validation and development of DGMs for complex real-world spatio-temporal data.

We investigate a normalizing-flow approach for reconstructing parton distribution functions (PDFs) from synthetic matrix-element data. Our framework combines Gaussian Process priors with invertible neural networks to learn a posterior distribution over PDFs consistent with limited Ioffe-time data. We demonstrate that the architecture preserves physical constraints and extrapolation properties.

Self-driving laboratories increasingly rely on multi-fidelity Bayesian optimization (MFBO) to balance cheap, approximate evaluations against scarce, expensive ones, with a predictive surrogate at its core. Gaussian processes (GPs) are the default choice, but they scale poorly as data accumulate and assume a smooth landscape that molecular and materials search spaces routinely violate. Transfer learning offers an alternative suited to this regime: it learns a representation from abundant cheap data and adapts it to sparse expensive data. Despite its use in property prediction, transfer learning has not been tested as the engine of a closed-loop optimization. Here we benchmark eleven transfer-learning surrogates against four GP methods under an identical selection rule, fidelity budget, and model size, across nine tasks spanning synthetic functions to real chemistry and materials problems. GPs win on smooth, low-dimensional functions but perform worst on molecular and materials problems, where transfer-learning surrogates reach substantially better solutions using far less computation. Because acquisition policy is held fixed across surrogates, this advantage is attributable to the surrogate itself. Uncertainty-driven exploration is not reliably beneficial, and calibration does not predict optimization performance, so greedy exploitation of the transfer-learned mean is the more robust default. Transfer learning is therefore the surrogate of choice for molecular and materials MFBO.

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.

Bayesian online learning promises uncertainty-aware prediction on data streams, but its performance hinges on inferential choices, including learning rates, prior distributions and variational families, which are usually fixed before seeing the stream. We address this by treating Bayesian update rules as experts and aggregating the Bayesian experts according to sequential predictive losses. We prove that the resulting aggregate competes with the best expert in hindsight at an aggregation cost determined by how each expert's per-round performance is evaluated. We instantiate the framework in online conformal inference and Gaussian process regression. The conformal inference application yields a smoothed Bayesian counterpart of adaptive conformal inference with long-run randomized coverage, while the Gaussian process application gives an oracle inequality in cumulative predictive Kullback-Leibler risk and adaptation to unknown Hölder smoothness up to logarithmic factors. Experiments show that the aggregate tracks strong experts without oracle expert selection.

Gaussian process (GP) modeling is widely used in computational science and engineering. However, fitting a GP to high-dimensional inputs remains challenging due to the curse of dimensionality. While various methods have been proposed to reduce input dimensionality, they typically follow a two-stage approach, performing dimension reduction and GP fitting separately. We introduce a Bayesian framework that seamlessly integrates dimensionality reduction with GP modeling and inference. Our approach, built on a hierarchical Bayesian model with priors on the Stiefel manifold, enforces orthonormality on the projection matrix and enables posterior inference via Hamiltonian Monte Carlo with geodesic flow. Additionally, we extend this framework by incorporating Deep Gaussian Processes (DGP) with built-in dimension reduction, providing a more flexible and powerful tool for complex datasets. Through extensive numerical studies, we demonstrate that while the proposed Bayesian method incurs higher computational costs, it improves predictive performance and uncertainty quantification, providing a principled and robust alternative to existing methods.

The Helmholtz equation governs time-harmonic wave propagation, and in dissipative media a complex modulus renders its squared wavenumber $κ^2$ complex. Inferring such fields from sparse, noisy data calls for solvers that also quantify their own uncertainty. Physics-informed Gaussian-process (GP) regression supplies this by returning a posterior over the solution, yet operator-conditioned formulations have been developed almost exclusively for real-valued fields. We extend operator-informed GP regression to complex-valued Helmholtz problems by realifying the complex operator into an equivalent coupled real block, which enables inference with standard real-valued GP conditioning. The construction admits a family of priors, from a proper diagonal prior to coregionalized and multiscale variants, and conditions on PDE residuals and boundary traces. On benchmark problems in one to three dimensions, the solver is competitive with finite-difference and neural-network baselines at a far smaller interior-constraint budget. Unlike those deterministic baselines, it returns a posterior over the complex wavefield rather than a point estimate. Applied to \textit{in vivo} brain magnetic resonance elastography, a proper multiscale prior reconstructs the shear curl field to a correlation of $0.77$ with measurement, above a $0.75$ target. The gain arises from the multiscale kernel rather than from real--imaginary coupling. We further identify a low-frequency accuracy ceiling set by model mismatch and a posterior uncertainty that is not yet calibrated. Calibrated uncertainty therefore emerges as the central next step for probabilistic wavefield inference in dissipative media.

Numerical integration is a cornerstone of various scientific computing applications, such as engineering simulations and model evidence computations in probabilistic machine learning. Bayesian Quadrature uses Gaussian process surrogates that explicitly encode structural assumptions about the integrand to obtain integral estimates with quantified uncertainty. These surrogates are predominantly based on stationary covariance functions, which results in model misspecification for integrands exhibiting nonstationary behavior. We tackle this issue through an adaptively growing, tree-based partition of the integration domain into local stationary models. Our method recombines the local integral estimates through a hierarchy of GP conditioning that reintroduces cross-subdomain correlations, while model selection criteria control the tree growth to avoid unnecessary partitioning. The resulting algorithm is simple, requires no MCMC, and adapts its evaluation budget to local integrand complexity. On benchmark integration problems and a model evidence computation for an epidemiological model, Hierarchical Bayesian Quadrature achieves substantial gains over standard Bayesian Quadrature on nonstationary integrands while matching its performance on stationary ones.

This paper presents a data-driven method for modeling the pressure response of a hydraulic clutch control circuit. The system consists of a variable-force solenoid, accumulator, pressure regulator valve, and latch valve, and exhibits nonlinear behavior caused by hysteresis, latch transitions, and actuator dynamics. A baseline model using commanded current variables captured the general pressure response but failed to represent hysteresis and latch behavior accurately. The input vector was therefore extended with current derivative information, and several classifiers were tested to separate latch-related operating regimes before fitting Gaussian Process regression models to the resulting partitions. Nonlinear SVC and gradient boosting produced the highest latch-classification accuracy, and nonlinear SVC was selected for the final local-regression pipeline. The proposed approach was evaluated on unseen ramp-rate data and compared against a physics-based Amesim model. The machine-learning model reproduced the measured pressure response and hysteresis behavior more accurately than the physics-based simulation for the tested operating conditions. These results suggest that machine-learning plant models can complement physics-based hydraulic models during hardware development and controller calibration when representative test-stand data are available.

Many real-world processes can be represented as compositions of functions along a directed acyclic graph (DAG). In causal modelling, these correspond to the underlying mechanisms; in engineering, to multiple fidelity levels; and in gene-regulatory networks, to transcription factors. These functions are partially observed across the DAG, with noisy and heterogeneously sampled measurements, posing significant challenges for reconstruction, uncertainty propagation, and inference. To tackle these challenges, we place priors over functions and naturally arrive at Deep Gaussian Processes over DAGs. We theoretically study their prior-collapse behaviour, and the effect of graph topology and intermediate observations on the preservation of information. We obtain almost-sure lower bounds on the asymptotic frequency of depths at which the distinction between inputs is preserved, identify broad kernel classes for which these hold, and prove an observation by \cite{dunlop2018} on the role of input connections. We offer a structured variational approximation that retains graph dependencies, preserves compositional uncertainty, and captures the explaining-away behaviour of colliders. Finally, we empirically validate our theoretical results and our methodology, and model a latent-collider DAG, a protein signalling network, and a multi-fidelity heavy-ion collision emulation task, attaining state-of-the-art performance while recovering low-fidelity contributions and yielding interpretability of the simulator hierarchy.

Bayesian optimization routinely warm-starts a target experiment with data from related source tasks, and the multi-task Gaussian process is the textbook surrogate for the job. We revisit this default in a controlled setting and find that it misestimates the cross-task correlation even in the simplest non-trivial case, affinely related source and target tasks, where a working transfer learning method should obviously succeed. We trace the failure to two independent structural mechanisms. Per-task standardization, the textbook fix for the affine slice ambiguity, propagates a finite-sample alignment error into the recovered correlation. The marginal likelihood itself identifies the correlation only at a per-sample rate that a Gaussian process at non-overlapping designs further dilutes. We propose three conservative remedies that follow from the analysis: promoting per-task means and scales to model parameters, restricting the task covariance to non-negative correlations, and co-locating part of the source and target designs. Across synthetic multi-task problems and surrogate-based hyperparameter tuning transfer, these remedies recover the target-only baseline on the simple instances, while the broader failure persists on harder instances and across most rank-based and latent-context variants.

We study the infinite-width Gaussian-process limit of random neural networks through the lens of tensor programs, and we provide a quantitative convergence theory in Wasserstein distance. Our main result gives explicit finite-width error bounds, of order inverse square-root of the widths between finite-network executions and their Gaussian-process limits. The framework is architecture-agnostic and covers feed-forward models together with weight-sharing schemes relevant for recurrent and transformer-type architectures.

Bayesian Optimization (BO) generally begins with an initialization phase: a batch of $n_0$ uninformed evaluations. The choice of $n_0$ remains largely heuristic, and we empirically observe that the total cost (random initial points plus BO iterations needed to find the global optimum) is U-shaped in $n_0$, i.e., a practitioner wastes resources by selecting either too low or too high a value of $n_0$. We find this tradeoff persists across MLE, Bayesian MCMC, and exact GP hyperparameters, as well as across acquisition functions. Toward the latter, Thompson Sampling appears an exception, with both total cost and simple regret essentially $n_0$-agnostic, though higher in our experiments. We attribute this U-shape to the known boundary issue of variance-driven BO: BO burns early budget on corners of the hypercube before turning inward. We demonstrate this effect using a 3D BO trajectory where the exact hyperparameters are known. We conclude with practical recommendations: use multi-step lookahead BO where possible; otherwise use Thompson Sampling when $n_0$ cannot be tuned, and a generously large $n_0$ when it can.

Classifying heterogeneous omics data remains a fundamental challenge in computational biology, particularly in high-dimensional, small-sample settings where nonlinear interactions dominate and class imbalance further complicates reliable prediction of minority phenotypes. While traditional kernel methods rely on feature abundance, they fail to leverage the known interaction landscapes of biological systems. In this work, we propose a structured Gaussian process classification framework that integrates graph-encoded biological pathways directly into the kernel construction. By propagating information along known interaction networks and combining this with abundance-derived features, the resulting classifier captures both quantitative measurements and topological context. We benchmark our proposed methodology on three publicly available gut and fecal microbiome datasets. To address severe class imbalance, we evaluate complementary strategies, including data-level resampling, threshold calibration, and confusion-matrix-based adjustments, and report minority-class performance alongside accuracy. The hybrid approach yields a performance gain over unstructured baselines and matches the performance of established benchmarks for similar datasets. Furthermore, the probabilistic nature of the framework naturally provides calibrated predictive uncertainty, enabling robust differentiation between confident predictions and ambiguous samples.

We investigate Gaussian process (GP) bandit optimization with quantum kernels, assuming the mean reward function lies in the reproducing kernel Hilbert space (RKHS) induced by the quantum kernel. This setting is motivated by NISQ-era tasks such as quantum control, state preparation and variational quantum algorithms. While quantum kernels can offer a `quantum advantage' via domain-specific inductive biases, naïvely using full, high-dimensional kernels increases model complexity and information gain, leading to higher cumulative regret and poor learnability. To address this, we propose projected quantum kernels and classical kernel approximation techniques that reduce feature dimensionality while preserving key quantum properties. Using these approximate kernels, we develop misspecified GP bandit algorithms and derive regret bounds that characterize the trade-off between approximation error and information gain. The regret bounds provide principled guidance for selecting the optimal model complexity. Empirically, our methods outperform full quantum kernels in sample efficiency, while substantially reducing computational overhead, enabling scalable GP optimization for quantum-native applications.

Quantile regression aims to estimate the conditional quantiles of a response variable from observed data. In a Bayesian setting, Gaussian process quantile regression provides uncertainty quantification but faces significant computational challenges due to the nonconjugacy of the asymmetric Laplace likelihood and the cost of posterior inference. We develop a sparse Gaussian process framework in which the quantile function is represented through a reduced set of inducing variables and posterior inference is performed using a Laplace approximation. A decomposition of the predictive uncertainty into conditional-prior and posterior-induced variance components is then exploited to drive two complementary adaptive mechanisms: inducing-input infilling and data acquisition. These mechanisms are combined within a sequential algorithm that allocates computational effort toward the dominant source of predictive uncertainty and adaptively controls model complexity. Numerical experiments on benchmark problems demonstrate the accuracy of the Laplace approximation, the benefits of variance-based inducing-input placement, and the effectiveness of the proposed sequential enrichment strategy compared with predefined data-acquisition strategies.

Gaussian process inference is often limited by cubic computational costs, a challenge that becomes more pronounced in spatio-temporal settings where posterior inference is required over dense grids. While state-space SPDE formulations enable linear complexity in time, exact inference remains cubic in space and deteriorates further when observation locations are disjoint from the prediction locations, which inflates the number of considered spatial points. To address this, we propose the Vanilla-SPDE Exchange, which exploits an equivalence between the standard and SPDE formulations of GP inference to construct a hybrid scheme with improved computational cost. We demonstrate these gains through complexity analysis and numerical experiments.

Accurate modeling of wind turbine power curves is crucial for optimal wind farm operation. Nearly all existing power curve models focus on temporal variables such as wind speed and temperature while overlooking the influence of terrain covariates, which governs inflow wind conditions and thus also affects wind power production. This paper proposes a nonparametric spatio-temporal Gaussian process model that integrates temporal environmental covariates with spatial terrain features. The model falls in the category of spatial-temporal Gaussian process models with data on a grid. The challenge to be addressed is that the spatio-temporal modeling require certain temporal alignment among the data, a property that the wind farm data does not have. Our solution strategy is to construct a shared representative temporal covariate set which not only aligns the temporal inputs but also has a size an order of magnitude smaller than the original data size. With this transformation, our resulting model is able to employ a separable kernel structure that captures both spatial and temporal dependencies. Empirical analysis on a real wind farm dataset shows that our method improves predictive accuracy over existing baselines and can be used to quantify the various impact of the terrain characteristics on turbine performance.

With Large Language Model (LLM) pre-training and fine-tuning shifting its focus from data volume to data quality, quality data selection has emerged as a critical research topic. Existing online data selection methods for LLM training are typically "batch-constrained", limiting optimization to local utility within random batches. To overcome this, we propose GAIA (Global Adaptive Instruction tuning via GAussian processes), a framework that formulates data valuation as a global estimation process. GAIA employs Gaussian Process regression to model continuous utility manifolds across the semantic space, utilizing an adaptive strategy fusion mechanism to dynamically prioritize high-utility samples. By casting the strategy-posterior update as an instance of the classical fixed-share Hedge framework for tracking the best expert, we inherit a dynamic-regret guarantee that characterizes GAIA's robustness under non-stationary quality scores during training. Empirical evaluations on three datasets demonstrate that GAIA significantly outperforms state-of-the-art baselines like \greats, establishing our method as a scalable and robust solution for efficient instruction tuning.

Predicting the aerodynamic performance (e.g. lift, drag, and moment coefficients) of an aircraft is challenging -- computational models are biased and direct simulations are prohibitive. A pragmatic way to overcome this limitation is by calibrating low-fidelity computational predictions with experimental measurements. This, however, requires calibrating against \emph{sparse} measurements contaminated with \emph{uncertainty} in both the control inputs and the measured aerodynamic response. We develop a methodology to address this problem based on Gaussian process surrogates and the classical Kennedy-O'Hagan calibration. A surrogate model learned on abundant-but-cheap low-fidelity data is calibrated with a sparse set of measurement data. Crucialy, we develop a Bayesian latent Gaussian process based approach that marginalizes the calibrated surrogate model over the input uncertainty, while also matching the marginal mean and variance of the measured output uncertainty. Once calibrated, our surrogate model predicts the uncertainty in aerodynamic coefficients with very high accuracy, including at extrapolative input settings. We validate our calibrated surrogate model predictions against measurement data with \emph{true} uncertainty intervals to demonstrate that the model places $94.2-95.8\%$ of its predictive samples inside the released $95\%$ truth intervals, with endpoint cumulative probabilities very close to the nominal 0.025 and 0.975 levels.

Quantum kernel estimation on near-term hardware is shot-budgeted: every entry of the kernel Gram matrix is a Bernoulli expectation that must be sampled with a finite number of circuit executions. Recent work on quantum kernel classification has shown that allocating shots non-uniformly across kernel entries, weighted by their downstream task sensitivity, can reduce the shot budget required to reach a target accuracy. We extend this idea to Gaussian process (GP) regression, a setting whose downstream quantities (full-spectrum posterior variance, log-determinant, marginal likelihood) couple to kernel error more tightly than the sign-only outputs of classification. We derive three closed-form pair-level sensitivities predictive coupling $|α_iα_j|$, leave-one-out residual, and marginal-likelihood gradient and plug them into a Neyman-style minimum-variance allocation rule. To prevent catastrophic over-concentration when the warm-up sensitivity estimate is itself noisy, we add a high uniform coverage floor justified by a Frobenius lower bound on the missing-entry perturbation. On four UCI benchmarks and two synthetic RBF + Bernoulli controlled studies, the resulting allocator delivers $10$--$21\%$ test-RMSE improvement over uniform allocation across the moderate-budget regime. The gain transfers (i) to genuine ZZ and Pauli-Z quantum kernels on quantum-natural data ($-13$--$15\%$ at low budget, $p<0.05$ paired) and (ii) to four downstream tasks (Bayesian quadrature, heteroscedastic regression, hyperparameter learning, multi-output Cokriging). On UCI features embedded into a ZZ kernel the gain disappears, consistent with the exponential-concentration regime where shot allocation has nothing to exploit.

Deep learning-based medical image segmentation models are trained using annotations that exhibit systematic bias and variability across raters. While probabilistic multi-rater approaches can emulate annotator-specific delineations, annotator characteristics are typically encoded implicitly in deep latent feature space, making direct analysis of their influence on predictive distributions less straightforward. We propose a logit-space probabilistic segmentation framework based on stochastic variational Gaussian Process that explicitly decomposes predictions into an image-dependent reference logit distribution and annotator specific perturbations parameterised by bias and variance. This formulation enables more explicit analysis on how intra- and inter-rater variability propagate to predictive distributions. We evaluate the method on a multi-annotator medical image dataset, which shows that explicitly modelling annotator specific perturbations improves uncertainty calibration while maintaining comparable segmentation accuracy, compared with state-of-the-art multi-rater probabilistic segmentation method. The learned bias and variance parameters quantitatively reflect annotator-specific behaviour. Furthermore, controlled perturbation experiments over bias and variance demonstrate how changes in annotator parameters systematically influence predictive performance. The code used in this paper is made publicly available at https://github.com/QiLi111/GPS-Var.

Extracting interpretable governing equations from sparse, noisy chemical time-series data remains difficult because discrete reaction topology and continuous kinetic parameters are tightly coupled. We present PC-MCMC-CIGP, a reproducible gray-box workflow that combines spike-and-slab topology sampling, hard conservation and thermodynamic screening, and a Chemical-Informed Gaussian Process (CIGP) residual model for parameter calibration and experimental design. The methodological contribution is not a new MCMC or GP family in isolation; rather, it is the integration of these components into a physically constrained workflow with explicit uncertainty-aware acquisition choices. On the H2 + Br2 benchmark, the constrained sampler distinguishes elementary radical pathways from deceptive phenomenological fits in our experiments. On styrene epoxidation, the CIGP optimization loop improves final yield by 12.5% over the reported GP-BO baseline. A new 10-seed acquisition study shows that EI, GWU, PC-EI, uncertainty sampling, discrepancy hunting, and random search have different trade-offs: PC-EI substantially reduces low-yield BO suggestions, while EI-style criteria give the strongest final-yield performance.

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.

Principled regression for stochastic processes is a long-standing challenge with deep connections to scientific inverse problems. We introduce Flow Annealing Posterior Sampling (FAPS), to our knowledge the first function-space posterior sampling framework that unifies stochastic-process regression and PDE inverse problems. Built on pretrained function-space flow-matching priors, FAPS enables likelihood-guided posterior inference from sparse and noisy observations, supports variable query discretizations, and avoids explicit prior-density evaluation. Its Langevin correction uses a low-rank covariance preconditioner to exploit dominant function-space correlations across discretizations. Across Gaussian and non-Gaussian stochastic-process regression benchmarks and diverse PDE inverse problems, FAPS produces coherent posterior samples with accurate uncertainty quantification, significantly outperforming existing functional regression baselines and achieving competitive or better PDE noisy inverse performance than diffusion-based posterior samplers while reducing test-time sampling cost.

The presence of confounding bias poses a key challenge in policy evaluation, as the target causal effects of actions are not identifiable (i.e., underdetermined) from observational data. On the other hand, existing confounding-robust evaluation strategies require detailed prior knowledge about the environment or apply only to discrete treatments and outcomes. This paper investigates causal effect evaluation over the continuous domain from confounded observations, while requiring only basic temporal ordering between the treatment and the outcome. We introduce a universal discretization of the exogenous domains that approximates the observational and interventional distributions of any causal model with arbitrary accuracy using a finite number of latent states. Building on this newfound universal approximation property, we develop a novel family of Causal Gaussian process (CGP) models that effectively approximate the observational and interventional distributions of any causal model with confounded observations.

We introduce a semi-parametric framework for nonlinear system identification, which decouples discrepancy functions from physics-based components. Orthogonal Gaussian process regression balances sparse parameter selection (the white box) with discrepancy learning (the black box) to produce interpretable models from incomplete physics.

Modeling soft robot dynamics is challenging due to their continuum structure and typically nonlinear dynamics. Creating models based on first-order principles is typically time-demanding, and their expressiveness is limited, whereas data-driven models lack interpretability and physical consistency. This work aims to overcome these challenges by introducing a port-Hamiltonian Gaussian Process Regression framework for learning and simulating the dynamics of planar, rod-like soft robots. In detail, the proposed model integrates Cosserat rod theory and Hamiltonian physics with data-driven inference to preserve the system's energy structure while accurately learning the rod dynamics. Numerical simulations show that we can achieve accurate and energy-consistent representations of a rod-like soft robot, showing the potential for a robust and interpretable pathway for modeling complex continuum mechanics.

Score-based diffusion models typically use Brownian perturbations, which provide tractable reverse-time dynamics but impose memoryless noising. We introduce Volterra generative models, a continuous-time score-based framework whose forward process injects path-dependent noise through fractional kernels. To handle the non-Markovian and non-semimartingale dynamics, we construct finite-dimensional Markovian lifts using Gaussian quadrature in both regimes and a hybrid finite-difference exponential approximation in the smooth regime. We prove squared error bounds, derive an augmented linear-Gaussian forward process, and show that the learning can remain data-dimensional by considering residual states and analytic auxiliary Gaussian scores. We also identify covariance and reverse-time degeneracies caused by shared Brownian factors and signed smooth-regime weights. The degeneracy motivates stabilized conditioning and, for stiff larger lifts, a Gaussian-bridge reconstruction sampler. Experiments on MNIST and CIFAR-10 show that persistent fractional perturbations with small Markovian lifts can improve score-based generation on MNIST and provide a promising extension to natural images, while the bridge sampler provides a stability mechanism for larger lifts.

We study the privacy of releasing functional posterior sample paths from a Gaussian process (GP) when the entire training set including covariates and responses is private. Unlike standard differential-privacy (DP) mechanisms that inject external noise, posterior sampling is intrinsically random and we show that this randomness provides useful privacy guarantees. We derive Rényi-DP guarantees separating privacy leakage through the posterior mean from a distinct channel induced by the data-dependent posterior covariance. The analysis identifies effective ridge regularisation and covariance scale as the principal privacy-controlling quantities and yields sharper guarantees in several regimes of practical interest as well as extensions to repeated and adaptive releases. Membership inference attacks confirm the predicted dependence on regularisation, covariance scale and the number of released paths. Utility experiments on downstream posterior sampling tasks identify noisy observation regimes where privacy-compatible regularisation preserves useful samples. Finally we identify large-data asymptotic regime in which the privacy parameter and posterior mean-square risk vanish simultaneously, yielding privacy for free. Together, these results provide a comprehensive characterisation of privacy and utility of GP posterior sampling.

Simultaneous localization and mapping using radar sensors has gained increasing attention due to radar's inherent robustness to adverse weather and lighting conditions. However, radar measurements are characteristically sparse and noisy compared to LiDAR and visual data, posing significant challenges in achieving dense, continuous, and consistent map representations. In this paper, we present RICH-SLAM, a radar SLAM framework designed to address these challenges. Our approach features a Rao-Blackwellized particle filter-based back end that employs particle filtering for pose estimation and Kalman filtering for map updates. We propose an incremental Hilbert-space reduced-rank Gaussian process mapping strategy that enables continuous and uncertainty-aware map representations given sparse radar inputs. We further introduce a posterior-aware particle weighting scheme that leverages the full posterior distribution of map parameters for more robust likelihood evaluation. Experiments on self-collected and public ColoRadar datasets show that RICH-SLAM constructs continuous occupancy maps from sparse radar measurements and supports uncertainty-aware planning for mobile robots.

Neural operators provide fast surrogates for PDEs but their deterministic predictions limit their use in tasks requiring uncertainty quantification (UQ), especially under geometric variability. Existing approaches primarily model uncertainty in network parameters, largely overlooking the geometry-aware representations learned by the operator itself. We propose REEF-GP (Residual on Embedded Features Gaussian Process), a post-hoc UQ framework that fits a GP to the residuals of a frozen neural operator whose internal embeddings define the kernel feature space. Rather than learning a separate feature map, REEF-GP adapts the operator's intrinsic coordinate-feature representations to construct geometry-aware uncertainties. To ensure stability and scalability on unstructured domains, REEF-GP incorporates spectral-normalized projections, heteroscedastic geometry-aware noise, and efficient subset-based training that avoids restrictive low-rank approximations. Across five PDE benchmarks with varying geometries, REEF-GP preserves predictive accuracy while achieving calibrated uncertainty estimates competitive with deep ensembles but at a fraction of their cost. Our approach remains robust under geometric distribution shift, with uncertainty concentrating in physically meaningful regions (e.g., shock fronts). Our results demonstrate that accurate and scalable post-hoc UQ for neural operators can be achieved directly in their learned feature space, offering a practical alternative to parameter-centric approaches.

Multi-fuel compression ignition (CI) engines offer superior power density and fuel flexibility. However, achieving consistent and optimal combustion phasing across a wide range of operating conditions remains a major challenge, particularly in the presence of modeling uncertainties. This paper presents a novel, data-driven real-time uncertainty compensation framework for combustion control in multi-fuel CI engines. The proposed approach introduces a pseudo-engine speed that enables dynamic adaptation of control inputs in response to uncertainty affecting the engine. To model the underlying combustion process, a Gaussian Process Regression (GPR) model is first trained on available input-output data, capturing the nonlinear and fuel-dependent behavior across varying operating conditions. Control inputs are then synthesized through model inversion of the learned GPR surrogate and augmented with an uncertainty compensator designed to mitigate deviations caused by dynamic variations in operating conditions and model inaccuracies. This integrated control strategy allows for real-time input corrections within a finite number of combustion cycles. Theoretical analysis establishes finite-time convergence guarantees for the proposed controller. Simulation results demonstrate that the proposed method steers the combustion phasing to the desired value in real-time, providing a scalable and adaptive control solution for multi-fuel CI engine operation.

Test-time training (TTT) adapts a pretrained model to each prompt via parameter updates, improving accuracy under pretraining-to-test distribution shifts. Yet, its performance often suffers from instability and sensitivity to hyperparameters such as update steps and subspace. We explain this behavior through a decision-theoretic lens, treating TTT as implicit Bayesian inference in the kernel regime. Under a Gaussian process benchmark, we show that TTT reduces prediction error when updates are spectrally matched to the prompt's signal-to-noise ratio and aligned with query-relevant eigen-directions. This perspective underpins the following results: (1) we show when fixed update steps and subspaces fail under distribution shifts, motivating adaptive strategies; (2) we prove that selecting update steps via prompt evidence admits a PAC-Bayes guarantee against overfitting; and (3) we characterize the Bayes-optimal update subspace under a linear-Gaussian correction model, yielding a scoring rule for selecting Transformer blocks and heads. Our theory helps explain the empirical instability of TTT, taking a step toward principled guidance for when, how far, and which directions to adapt.

We develop a statistical learning theory for gradient boosting applied to the estimation of covariate-dependent Generalized Pareto (GP) distributions in the context of Peaks-over-Threshold modeling. After an orthogonal reparametrization of the GP likelihood that diagonalizes its Fisher information matrix, we cast the estimation problem within the Empirical Risk Minimization (ERM) framework and derive non-asymptotic error bounds for the boosting estimator. Our analysis accounts for three distinct sources of error in the process: statistical fluctuations, the approximation bias inherent to the asymptotic nature of the GP model-controlled under second-order regular variation-and the approximation error associated with the finite number of boosting iterates, making explicit the resulting bias-variance trade-off. We illustrate the practical benefits of the reparametrization through simulations, showing that it significantly reduces gradient correlation during training and improves convergence stability. The methodology is applied to a medical malpractice insurance dataset from the Texas Department of Insurance, comprising over 18 000 closed claims. The gradient boosting approach yields a good fit for the tail of settlement cost distributions and reveals that the number of days to settlement is the dominant predictor of tail heaviness, consistent with earlier findings in the reserving literature.

Adversarial conditions such as paraphrasing and targeted style transfer sharply degrade the accuracy of machine text detectors. A document, however, carries multiple complementary signals (e.g., stylistic features, likelihood and rank-order features, and structural features), and an attack that suppresses one may leave others intact. While a parametric classifier can learn to combine these features given sufficient supervision, classifiers are prone to making confidently incorrect predictions when the distribution shifts (e.g., novel attacks or unseen language models). To address this, we propose a multi-view, non-parametric detection framework that extracts complementary feature views from the same document and aggregates per-view evidence through a Gaussian process ensemble. By aggregating evidence across views, an adversary must simultaneously defeat multiple independent axes of detection, substantially raising the cost of evasion. The Gaussian process formulation additionally provides calibrated probabilities and principled abstention on out-of-distribution inputs, supporting reliable deployment in high-stakes settings. We evaluate on three benchmarks spanning diverse generators and attacks: the DetectRL and RAID benchmarks, and the PAN2025 shared task and demonstrate that our multi-view detector maintains strong performance under the considered attacks, outperforming existing approaches against held out attacks.

Autonomous race cars, such as in Formula Student Driverless, operate close to their physical handling limits. The resulting highly nonlinear vehicle behavior increases the path tracking complexity, especially on narrow tracks. Model Predictive Control (MPC) is commonly used to address this issue, a method whose performance is closely tied to the accuracy of the underlying prediction model. This paper presents a novel, real-time capable prediction model for autonomous race cars that adjusts to changing conditions by combining information from past runs and the current driving situation. Our model is divided into three consecutive submodels: a nominal Kinematic Bicycle Model, an offline Bayesian Linear Regression (BLR) model, and an online Sparse Gaussian Process Regression (SGPR) model. The proposed approach enables efficient integration of all available data without significantly increasing computational cost, ensuring high prediction accuracy and a quantitative uncertainty assessment right from the start of the run. Compared to existing approaches, an improvement in prediction accuracy of up to 57% was achieved. Further, we successfully demonstrated the practical applicability of the model within an MPC-based path tracking controller on a real Formula Student race car.

We study data-driven real-time economic optimization of a multi-product chemical reactor when no reliable first-principles model is available beyond a steady-state energy balance. Instead of learning the economic objective directly as a black-box function, we use a composite formulation in which Gaussian process (GP) models predict physically meaningful outputs, including product concentrations and reactor temperature, while profit is computed analytically from these predictions together with raw-material, product, and utility prices. This preserves the structure of the economic objective, makes it parametric in changing prices without needing retraining, and allows candidate operating points to be checked against the available energy balance through a physics residual. The GPs also provide predictive uncertainty, which is exploited in a Bayesian optimization (BO) framework both for data-efficient exploration and for conservative enforcement of the reactor temperature constraint through an upper confidence bound. The acquisition function additionally penalizes large energy-balance mismatch obtained by substituting the GP-predicted outputs and candidate inputs into the available steady-state energy balance. The approach is demonstrated on a benchmark simulation of a non-isothermal multi-product reactor. Relative to a trust-region safe BO implementation, the proposed method achieves better simulated economic performance within the available iteration budget. Relative to a purely data-driven BO approach that does not use the available physics information, it avoids reactor temperature constraint violations.

Bayesian optimization (BO) is a widely used approach for black-box optimization that uses a Gaussian process (GP) as a surrogate and guides sequential evaluations via an acquisition function, with the ultimate goal of locating the global optimum $\mathbf{x}^{\star}$. To align with this goal, information-based acquisition functions such as Predictive Entropy Search (PES) model $\mathbf{x}^{\star}$ as a random variable and reduce the entropy of its distribution, but approximating this distribution via traditional GP posterior sampling is computationally expensive. To address this limitation, we leverage Conditional Diffusion Models (CDMs) to efficiently approximate the distribution of $\mathbf{x}^{\star}$ and develop BO-inherent training strategies for CDMs. Motivated by the structural properties of the CDM-learned distribution, we further develop an acquisition strategy termed Diffusion-based Mode Seeking (DMS) to guide the sequential evaluation. We establish a sub-optimality guarantee for the CDM-learned distribution and demonstrate through extensive experiments that DMS outperforms standard BO baselines.

Compositional priors describe the generic properties of layered functions in deep Bayesian models, where deep neural networks with random weights are a canonical example.In the wide-network limit, the prior is a Gaussian process with a depth-dependent kernel, and its behaviour as depth grows has been extensively studied through this kernel. Here, we study another case, where each layer itself is a vector valued Gaussian process, and our aim is similarly to understand the limiting behaviour of the prior as depth grows. Previous GP work has established that for the RBF kernel and a certain range of bandwidths $r$, the prior degenerates in the limit, converging to the set of constant functions -- which is not useful as a probabilistic model. In this paper we establish several new results. First, we identify a sharp bandwidth threshold $r_c(d) = Θ(\sqrt{d})$ above which the limit is degenerate, strengthening the earlier bounds. Second, and more importantly, we show that for $r$ below the threshold $r_c(d)$ the prior converges to a limit distribution $π_{\bar{Z}}$. We also prove that these distributions are non-degenerate and non-Gaussian, with non-vanishing dependence between coordinates. In contrast to the previously known degenerate regime, deep Gaussian process priors can therefore admit non-trivial limits. Empirically, we verify the threshold across a range of dimensions $d$, and demonstrate a complex multimodal behaviour of the limit distributions $π_{\bar{Z}}$ -- a regime that becomes increasingly narrow with $d$ and would be hard to identify without knowing the threshold.

We prove a variance-aware pointwise majorizing-measure theorem for centered Gaussian processes. Classical generic chaining characterizes the scalar quantity $\mathbb E\sup_{x\in T}X_x$; the theorem here gives a simultaneous high-probability envelope for the entire field. For an ambient prior $μ$, the envelope at $x$ is governed by a pointwise Fernique-Talagrand functional $$Φ_μ(x):=\int_0^{4σ(x)}\sqrt{\log\frac{1}{μ(B_d(x,\varepsilon))}}\,d\varepsilon,$$ together with the corresponding Gaussian tail term. The theorem provides a reusable field-level refinement of classical generic chaining and a Gaussian-process counterpart of pointwise empirical-process bounds for deep neural networks. We also record a Bayesian algorithmic lower envelope from the interactive Fano/data-processing principle. For a known prior $π$, an observation channel, and a concrete estimator $\widehat t(Y)$, the lower bound is expressed through the exact ghost small-ball mass $\mathbb E_{Y\sim Q}π(B_d(\widehat t(Y),Δ))$, rather than a worst-case covering number. In Gaussian location experiments, comparison decoders convert Bayes location error into lower bounds on decision-aligned Gaussian ranges. We then construct an elementary example separating the usual Fano relaxation, the Bayesian algorithmic lower envelope, the pointwise Gaussian envelope, and the full-class minimax risk. Together, these results show that algorithmic lower bounds provide local-geometric validations of pointwise complexity for fixed estimators in overparameterized ambient classes, precisely in regimes where classical minimax theory becomes either too coarse or oracle-dependent. This separation can also be recast in minimax language as penalty-range information relaxation, highlighting an important question of algorithmic robustness for classical high-dimensional models and regularized algorithms.

We propose GP-Adapter, a training-free framework that augments CLIP (Contrastive Language-Image Pre-training) with Gaussian Process (GP) uncertainty modeling for few-shot classification and out-of-distribution (OOD) detection. While CLIP achieves strong zero-shot recognition, it yields deterministic similarity scores and offers limited uncertainty information, which is critical under distribution shift and data scarcity. GP-Adapter constructs modality-specific, class-wise one-class GPs on top of frozen CLIP embeddings using an RBF kernel for image features and a linear kernel for text prompts and fuses their predictive statistics to produce a variance-aware confidence score for OOD detection. The method requires no fine-tuning of the CLIP backbone and relies only on a small $K$-shot cache and lightweight hyperparameter selection, with memory cost scaling as $O(CK^2)$ for $C$ classes and $K$ shots. Experiments on ImageNet and multiple OOD benchmarks show that GP-Adapter provides competitive few-shot performance and consistently improves OOD detection when combined with prompt-learning baselines, highlighting the complementarity between GP-based uncertainty modeling and prompt learning. Overall, our results suggest that integrating probabilistic inference with large pre-trained vision-language models can improve reliability in low-data and distribution-shifted settings. Code is available at https://github.com/tms-byte/GP-Adapter