arXiv:2606. 07561v1 Announce Type: new Abstract: Gaussian processes with stationary kernels on bounded domains exhibit inflated posterior variance near the boundary.
By Maria B{\aa}nkestad, Sanna Jarl, Jens Sj\"olund
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.
By \v{S}imon Sold\'at, V\'aclav \v{S}m\'idl
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.
By Niels Bracher, Lars K\"uhmichel, Desi R. Ivanova, Xavier Intes, Paul-Christian B\"urkner, Stefan T. Radev
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.
By Jiankun Lei, Tian Qi
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...
By Fengxue Zhang, Yuxin Chen
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...
By Ilya O. Ryzhov