Gaussian Process Differential Ensembles for Joint Inference on Curves, Derivatives, and Integrals

Andreas Kryger Jensen; Adam Gorm Hoffmann

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arXiv · 2606.23036

Gaussian Process Differential Ensembles for Joint Inference on Curves, Derivatives, and Integrals

Andreas Kryger Jensen·Adam Gorm Hoffmann

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Abstract

Functional data are often modeled through one likelihood-linked curve, while the scientific target is a larger state containing rates, accumulated quantities, boundary values, or nonlinear functionals of several linked levels. These targets require more than smoothing the observed curve: derivative uncertainty, cross-level covariance, and integration constants must be handled jointly. We introduce anchored Gaussian process differential ensembles, embedding an anchor $f_0$ in a joint Gaussian state with its mean-square derivatives and repeated integrals. Integral levels add explicit Gaussian integration constants. This separates the anchor-induced covariance from finite-dimensional boundary uncertainty and clarifies why anchor-only observations do not identify independent integration constants. For stationary one-dimensional kernels, we compute the ensemble with a transformed Hilbert space Gaussian process approximation that applies derivative and integral operators to Laplacian--Dirichlet basis functions while retaining the integration-constant covariance exactly. We establish operator-level approximation bounds and conditional finite-grid posterior convergence. We introduce TARTARE, a target-aware calibration procedure for finite-rank differential ensemble approximations, to address derivative under-resolution by anchor-calibrated bases. In second-order simulations, derivative-aware calibration improves derivative posterior recovery relative to anchor-only calibration while preserving anchor and integral summaries. A motorcycle crash analysis illustrates coherent posterior inference on a coupled kinematic state and short-horizon turning-point functionals.

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BibTeX RIS

Andreas Kryger Jensen, Adam Gorm Hoffmann. 2026-06-22. Gaussian Process Differential Ensembles for Joint Inference on Curves, Derivatives, and Integrals. https://arxiv.org/abs/2606.23036

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