arXiv Machine Learning By Rui-Yang Zhang, Lachlan Astfalck, Edward Cripps, David Leslie, Henry Moss

Dynamic Gaussian Processes and the Vanilla-SPDE Exchange

Read the original on arXiv Machine Learning →

arXiv:2606. 31063v1 Announce Type: cross Abstract: 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.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 27

gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.

By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi
arXiv Machine Learning
Sep 23

Gaussian Flow-Matching Schedules: Implications for Sampling and Training

The paper studies how flow‑matching schedules influence sampling dynamics and regression variance. For centered commuting Gaussians, it shows that a direction‑dependent schedule splits into a variance path that determines intermediate laws and a factorization that keeps the flow unchanged while controlling irreducible regression variance. The authors analyze finite‑step Euler accuracy, derive a drift bound for exact N‑step sampling, and provide closed‑form factorizations that either minimize time‑averaged regression variance or keep it constant along a fixed path.

By Ars\`ene Claustre (DI-ENS), Hugo Negrel (DMA, CFM), Claire Boyer (LMO, IUF), Kimia Nadjahi (DI-ENS), Eric Vanden-Eijnden (DMA, CFM, CIMS)