Year: 2026
Type: preprint
Abstract: Latent field models are essential for spatial statistics, but the posterior distribution of the latent field, even with a Gaussian process (GP) prior, is analytically intractable whenever the likelihood is non-Gaussian. Existing approximations are either too slow or too restrictive for large non-Gaussian datasets. We present a scalable variational inference framework that mirrors the sparse nearest-neighbor autoregressive structure of the prior in the variational family, uses normalizing-flow conditionals for expressiveness, and amortizes all variational parameters via a single shared neural conditioner. Doubly stochastic optimization with reduced ancestor sets achieves polylogarithmic complexity per iteration.
Source: arXiv (Cornell University)
Authors: Wiemann, Paul F. V., Katzfuss, Matthias
Institutions: The Ohio State University, University of Wisconsin–Madison
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7221551936