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stat.ML2026
Goal-Oriented Lower-Tail Calibration of Gaussian Processes for Bayesian Optimization
Aurélien Pion, Emmanuel Vazquez
Bayesian optimization (BO) selects evaluation points for expensive black-box objectives using Gaussian process (GP) predictive distributions. Kernel choice and hyperparameter selec…
stat.ML2025
Design-marginal calibration of Gaussian process predictive distributions: Bayesian and conformal approaches
Aurélien Pion, Emmanuel Vazquez
We study the calibration of Gaussian process (GP) predictive distributions in the interpolation setting from a design-marginal perspective. Conditioning on the data and averaging o…