arxivstat.MLcs.LGmath.PRstat.APstat.COstat.ME2026-07-21
A Bayesian Framework for Built-in Input Dimension Reduction for Gaussian Process Modeling
Eric Herrison Gyamfi, Emily L. Kang, Bledar A. Konomi, Guang Lin
Gaussian process (GP) modeling is widely used in computational science and engineering. However, fitting a GP to high-dimensional inputs remains challenging due to the curse of dimensionality. While various methods have been proposed to reduce input dimensionality, they typically…