The paper tackles two shortcomings of Gaussian‑process based active learning: (1) the posterior variance is independent of observed values, reducing sensitivity to data structure, and (2) it over‑inflates variance near domain boundaries, causing excessive edge sampling. The authors propose a reconstruction‑driven design density that warps sampling toward regions where the posterior mean changes rapidly, and a geometric equalizer that corrects boundary bias. Experiments on sixteen synthetic and two real‑data benchmarks show that the equalizer consistently improves function reconstruction, while the warp further enhances performance by concentrating measurements where the target function varies most.
arXiv:2606. 07561v1 Announce Type: new Abstract: Gaussian processes with stationary kernels on bounded domains exhibit inflated posterior variance near the boundary.
The paper explores how to use gradients of simulator outputs with respect to input parameters to improve Bayesian inference for expensive simulators. By incorporating gradient information into Gaussian process surrogate models, the authors show that Bayesian optimization can converge faster under a limited simulation budget. They find that reverse‑mode differentiation yields efficiency gains, while forward‑mode does not offset its computational cost, especially when the number of parameters exceeds the output dimensionality.
arXiv:2512. 22999v2 Announce Type: replace-cross Abstract: We consider problems of parameter estimation where design variables can be actively optimized to maximize information gain.
The paper introduces Latent Annealed Posterior Sampling (LAPS), a method that maps sparsely observed random fields into a lower‑dimensional latent space and performs posterior sampling there. A variance‑preserving bridge controls local covariance inflation, while flow matching learns the latent prior. Experiments on Gaussian benchmarks, a bimodal posterior, and a Navier‑Stokes field show that LAPS accurately approximates posterior distributions, preserves multiple modes, and keeps conditional sampling costs nearly constant as spatial resolution increases.
arXiv:2507.06529v2 Announce Type: replace Abstract: Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate h...
arXiv:2610.19391v1 Announce Type: new Abstract: We study continuous global optimization problems in which the objective function cannot be directly evaluated; rather, we observe only which of two sel...
The paper introduces a joint contour location (jCL) method for actively learning input configurations that simultaneously achieve specified responses across multiple computer experiments. By employing two distinct acquisition schemes—one for exploration and one for exploitation—along with a decision rule, the approach balances learning across multiple response surfaces and provides a natural stopping criterion when no solution exists. The method is demonstrated with Gaussian processes, multitask GPs, and deep GPs, outperforming existing single-response contour location strategies and optimization-based alternatives.
The paper introduces KENDO, a unified framework that combines Ensemble Gaussian Processes with disagreement‑aware acquisition strategies to address hyperparameter selection in Bayesian optimization and active learning. By replacing costly hyperparameter sampling with a kernel ensemble and adaptive Bayesian weighting, KENDO‑BO and KENDO‑AL provide self‑correcting mechanisms tailored to their respective tasks. Experiments on synthetic and real‑world benchmarks show that KENDO‑BO matches or outperforms state‑of‑the‑art methods while cutting computational cost up to fivefold, and KENDO‑AL delivers better predictive calibration with up to 27‑times speedup compared to MCMC‑based baselines.
arXiv:2607. 05522v1 Announce Type: cross Abstract: 3D Gaussian splatting (3DGS) is a strong representation for real-time novel-view synthesis, but its standard training pipeline relies on point estimates and hand-tuned heuristics, providing no native uncertainty or principled complexity control.
arXiv:2610.01034v1 Announce Type: cross Abstract: Bayesian inference increasingly uses informative but implicit priors represented only by samples, such as historical ensembles, simulator outputs, an...
The paper introduces a structured posterior‑correction framework that blends a tractable Gaussian reference with data‑driven corrections learned via diffusion models. After applying mean correction and covariance calibration, the diffusion model focuses on a low‑dimensional subspace that captures discrepancies from the Gaussian reference, while the remaining space stays Gaussian. Experiments on three scientific inference tasks show that these corrections recover hidden modes, improve sample structure, and reduce prediction error compared to the Gaussian reference, with trade‑offs between accuracy and computational cost relative to full‑field generative models.
arXiv:2511. 16340v2 Announce Type: replace Abstract: Efficient Gaussian process (GP) inference is critical for sequential decision-making tasks such as active learning, online prediction, and Bayesian optimization.