Conditioning Gaussian Processes on Almost Anything
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Abstract (arXiv)
Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models, recasting predictive sampling as an ODE with closed-form Gaussian dynamics and a likelihood-dependent guidance term that admits a simple Monte Carlo approximation. In the linear-Gaussian setting, we recover standard GP conditioning exactly; beyond conjugacy, the same machinery handles any conditioning statement admitting point-wise likelihood evaluation -- including non-linear physics, and, for the first time, natural language via large language models. Whitening isolates the irreducible non-Gaussian dynamics, minimising Wasserstein-2 transport cost and eliminating numerical stiffness. The result is a general-purpose GP inference scheme requiring no bespoke derivations. Together, these results provide a general mechanism for incorporating the full richness of real-world knowledge as conditioning information, opening a new frontier for the probabilistic modelling of real-world problems.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 36 of its 60 references that are in the map. First posted on arXiv 20 May 2026.
Builds on
36 of 60 references.
References · 36
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24 more
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Citing papers per year: 2026: 3.
3 papers.
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- 2026Memory-Conditioned Diffusion Model for Generalized Langevin Dynamics
- 2024Conditioning non-linear and infinite-dimensional diffusion processes
- 2025Predictive posterior sampling from non-stationnary Gaussian process priors via Diffusion models with application to climate data
- 2026Why Gaussian Diffusion Models Fail on Discrete Data and How to Prevent It?
- 2026A Plug-in Interpretation of Conditioning in Score-Based Diffusion Models
- 2023Towards Efficient Modeling and Inference in Multi-Dimensional Gaussian Process State-Space Models
- 2025Information-Theoretic Proofs for Diffusion Sampling
- 2025Diffusion Models: A Mathematical Introduction