arXiv:2607.23018stat.MLcs.LG2026-07

提出新方法提升时空异常建模的可靠性,避免过拟合与过度自信预测。

Covariance-Boosted Gaussian Processes for Spatiotemporal Irregularities

论文配图:Covariance-Boosted Gaussian Processes for Spatiotemporal Irregularities
图 1 · 摘自论文原文
  • 通过增强协方差先验,自动发现输入域中的非平稳变化模式。
  • 在南美电离层风暴数据上实现三九级完整性标准,误差控制优于现有系统。
  • 适合高安全要求场景如卫星导航系统中的电离层校正建模。

非平稳高斯过程模型能通过适应观测数据捕捉输入依赖的变异性,但受限于采样稀疏性和高度参数化的协方差结构,常出现过拟合和过度自信的不确定性估计,可能在安全关键应用中导致误导性预测。针对卫星增强系统(SBAS)中的电离层建模需求,本文提出一种协方差增强高斯过程(CBGP)框架,通过提升协方差先验以发现信号与观测变化的非平稳潜在函数,捕捉输入域中的不规则性。额外引入对‘部分白化’观测的高斯过程建模,用于迭代更新弱先验,类似梯度下降。增强后对先验协方差施加约束以防止过拟合,同时放大后验不确定性以避免模型过自信。在模拟与真实数据的外样本测试中验证了模型的有效性与鲁棒性,满足三九级完整性标准。基于南美洲大规模电离层风暴数据的建模表明,该方法可实现更精准、可靠的区域性电离层校正,优于当前运行的局部拟合方案。

原文摘要 · Abstract (English)

Nonstationary Gaussian process (GP) models are powerful tools for capturing input-dependent variability by adapting to observed data. However, with limited sampling and highly parameterized covariance structure, they are often prone to overfitting and overconfident uncertainty estimates, potentially leading to misleading predictions in safety-critical applications. Motivated by ionospheric modeling for satellite-based augmentation systems (SBAS), this paper proposes a Covariance-Boosted Gaussian Process (CBGP) framework centered upon boosting covariance priors to discover nonstationary latent functions for signal and observation variation that capture irregularities in the input domain. An additional layer of GP modeling of "partially-whitened" observations guides latent function relative error estimation that is used to iteratively update weak priors in a gradient descent-like procedure. Following boosting, restrictions are imposed upon prior covariances to prevent overfitting while posterior uncertainties are inflated to prevent model overconfidence. CBGP model efficacy and robustness are demonstrated through out-of-sample testing of both simulated and real-world applications that meet a three-nines integrity standard. The modeling of an extensive ionospheric storm dataset over South America suggests accurate and reliable means to compute SBAS ionospheric corrections in the most challenging space weather environment using regional models that are more informed and responsive than local fitting performed by currently-operating SBAS.

高斯过程时空建模电离层校正非平稳性

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