arXiv Machine Learning
Oct 27

Input Bias Correction in Gaussian Process Regression

arXiv:2610.31920v1 Announce Type: cross Abstract: In traditional Gaussian process (GP) regression, the inputs are typically assumed to be known, and uncertainty enters only through the measurements....

By Muzaffar Qureshi, Tochukwu E. Ogri, Trivikram Satharasi, Kyle Volle, Rushikesh Kamalapurkar
arXiv Machine Learning
Oct 5

Predictively Oriented Gaussian Process Posteriors

arXiv:2610.03201v1 Announce Type: cross Abstract: Gaussian Processes (GPs) are a powerful tool for modelling and quantifying uncertainty in functional relationships. However, they require practitione...

By Callum Lau, Jeremias Knoblauch, Louis Sharrock
arXiv Machine Learning
Sep 15

Bayesian Optimisation Using Product-of-Experts Gaussian Process Models with Uncertainty Calibration

The paper introduces BO-pro-c, a Bayesian optimisation algorithm that employs a product-of-experts Gaussian process (GP-pro-c) as its surrogate model. GP-pro-c combines multiple local GP experts to improve uncertainty quantification, reduce computational cost, and preserve global correlations, addressing the cubic complexity of single global GP models. Experiments show that BO-pro-c achieves competitive optimisation performance with a 0.9% lower simple regret and a 39.4% reduction in computational overhead compared to a single‑global‑GP baseline.

By Yean Hoon Ong
arXiv Machine Learning
Oct 16

Learn Only Where You Can't Compute: Structured Corrections to Gaussian Process Posteriors

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.

By Tobias Weber, Carla Sagebiel, Philipp Hennig