A covariate-driven spatial deformation model for nonstationary GPs is created using Lie algebra velocity fields with truncated covariate interactions, supporting efficient estimation and prediction from limited sample pairs.
By Cauchy-Schwarz inequality, and our πΏπ-Lipschitz condition: |βΞππ π (πΎ(π₯)) β ππ(πΎ(π₯))| β€ ββΞππ π (πΎ(π₯))β2 β βππ(πΎ(π₯))β2 β€ ββΞππ π (πΎ(π₯))β2 β 1 β€ πΏπ
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Predicting Covariate-Driven Spatial Deformation for Nonstationary Gaussian Processes
A covariate-driven spatial deformation model for nonstationary GPs is created using Lie algebra velocity fields with truncated covariate interactions, supporting efficient estimation and prediction from limited sample pairs.