Posts by Ben Mares
Boundary Conditions in the Hilbert Space GP Approximation
- 30 September 2026
The Hilbert space Gaussian process approximation (HSGP, Solin and Särkkä [2020],
Riutort-Mayol et al. [2022]) represents a stationary GP on a box \([-L, L]\) using the
eigenfunctions of the Laplacian. Those eigenfunctions depend on what we ask the GP to do at the
ends of the box. This notebook explains the four boundary conditions available in
pymc.gp.HSGP, shows where the choice makes no difference at all, where it is the only
way to express what you know about the function, and where it helps with caveats.