Abstract
Outside the linear-Gaussian regime, conditional sampling from Gaussian processes (GPs) is challenging. Recent methods such as FlowGP (Moss et al., (2026)) can condition on arbitrary non-linear and non-Gaussian statements, but at considerable cost: an expensive iterative and high-dimensional diffusion that requires hand-specified kernel hyperparameters. In this paper, we alleviate two significant drawbacks of FlowGP by (1) introducing kernel approximations that enable scaling to high-resolution domains and (2) proposing a way to obtain the marginal likelihood by measuring the work needed to steer the diffusion towards conditioning statements. We enable, for the first time, hyperparameter optimisation within FlowGP and demonstrate our approach on probabilistic downscaling from areal summary statistics, PDE solution inference on irregular domains, and recovery of sea level anomaly fields from non-Gaussian satellite observations.
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Publication details
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- Open access
- Green open access
Cite this article
APA 7
Cowperthwaite, T., Sharrock, L., Astfalck, L., & Moss, H. (2026). Feature Space Adaptation for Effortless Gaussian Process Flows. https://omanscience.com/en/articles/feature-space-adaptation-for-effortless-gaussian-process-flows
MLA 9
Cowperthwaite, Thomas, et al. "Feature Space Adaptation for Effortless Gaussian Process Flows." https://omanscience.com/en/articles/feature-space-adaptation-for-effortless-gaussian-process-flows.
Chicago (author–date)
Cowperthwaite, Thomas, Louis Sharrock, Lachlan Astfalck, and Henry Moss. 2026. "Feature Space Adaptation for Effortless Gaussian Process Flows." https://omanscience.com/en/articles/feature-space-adaptation-for-effortless-gaussian-process-flows.
Harvard
Cowperthwaite, T., Sharrock, L., Astfalck, L. and Moss, H. (2026) 'Feature Space Adaptation for Effortless Gaussian Process Flows', Available at: https://omanscience.com/en/articles/feature-space-adaptation-for-effortless-gaussian-process-flows.
Vancouver
Cowperthwaite T, Sharrock L, Astfalck L, Moss H. Feature Space Adaptation for Effortless Gaussian Process Flows. https://omanscience.com/en/articles/feature-space-adaptation-for-effortless-gaussian-process-flows
IEEE
T. Cowperthwaite, L. Sharrock, L. Astfalck, and H. Moss, "Feature Space Adaptation for Effortless Gaussian Process Flows," https://omanscience.com/en/articles/feature-space-adaptation-for-effortless-gaussian-process-flows.