Xinxing Shi

Xiaoyu Jiang, Xinxing Shi, Sokratia Georgaka et al.

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability, existing methods typically resort to restrictive assumptions, such as employing low-rank or sum-of-separable kernels, which can limit expressiveness. We propose the Transformed Latent Variable MOGP (T-LVMOGP), a novel framework that scales MOGPs to a massive number of outputs while preserving the capacity to capture meaningful inter-output dependencies. T-LVMOGP constructs a flexible multi-output deep kernel by mapping inputs and output-specific latent variables into an embedding space using a Lipschitz-regularised neural network. Combined with stochastic variational inference, our model effectively scales to high-dimensional output settings. Across diverse benchmarks, including climate modelling with over 10,000 outputs and zero-inflated spatial transcriptomics data, T-LVMOGP outperforms baselines in both predictive accuracy and computational efficiency.

Xinxing Shi, Thomas Baldwin-McDonald, Mauricio A. Álvarez

Deep Gaussian Processes (DGPs) leverage a compositional structure to model non-stationary processes. DGPs typically rely on local inducing point approximations across intermediate GP layers. Recent advances in DGP inference have shown that incorporating global Fourier features from the Reproducing Kernel Hilbert Space (RKHS) can enhance the DGPs' capability to capture complex non-stationary patterns. This paper extends the use of these features to compositional GPs involving linear transformations. In particular, we introduce Ordinary Differential Equation(ODE)--based RKHS Fourier features that allow for adaptive amplitude and phase modulation through convolution operations. This convolutional formulation relates our work to recently proposed deep latent force models, a multi-layer structure designed for modelling nonlinear dynamical systems. By embedding these adjustable RKHS Fourier features within a doubly stochastic variational inference framework, our model exhibits improved predictive performance across various regression tasks.

Ivan De Boi, Xinxing Shi, Xiaoyu Jiang et al.

Endoscopic video analysis is essential for gastrointestinal diagnosis and computer-assisted interventions, but video sequences are routinely degraded by specular reflections, motion artifacts, and missing frames. These transient corruptions can distract clinicians, reduce image interpretability, and disrupt downstream tasks such as 3D reconstruction and navigation. Effective restoration therefore requires methods that exploit temporal continuity rather than treating frames in isolation. We introduce a Gaussian Process Prior Variational Autoencoder (GPVAE) framework for endoscopic video restoration that replaces the standard factorized latent prior with a temporal Gaussian process prior, enabling interpolation of missing frames with uncertainty-aware reconstruction. The framework combines endoscopy-specific encoders, including a convolutional EndoVAE backbone and pretrained Vision Transformer encoders from GastroNet-5M, with two scalable GP approximations: Hierarchical Prior Approximation (HPA) and Sparse Precision Approximation (SPA). Specular reflections are handled using a DUCKNet-based masking pipeline that excludes corrupted pixels from the reconstruction objective. On the C3VDv2 colonoscopy dataset, the best GPVAE variants reduced image reconstruction RMSE by 21.9\% on average, and by up to 26.1\%, relative to matched VAE baselines. Downstream trajectory RMSE was reduced by 12.7\% on average across classical visual odometry and a pretrained PoseNet, at an average increase of 27.3\% in training time per epoch. Finally, the GP posterior provides per-frame uncertainty estimates that reflect temporal support and offer a confidence signal for restored frames.

Xinxing Shi, Xiaoyu Jiang, Mauricio A. Álvarez

Gaussian Process (GP) Variational Autoencoders (VAEs) extend standard VAEs by replacing the fully factorised Gaussian prior with a GP prior, thereby capturing richer correlations among latent variables. However, performing exact GP inference in large-scale GPVAEs is computationally prohibitive, often forcing existing approaches to rely on restrictive kernel assumptions or large sets of inducing points. In this work, we propose a neighbour-driven approximation strategy that exploits local adjacencies in the latent space to achieve scalable GPVAE inference. By confining computations to the nearest neighbours of each data point, our method preserves essential latent dependencies, allowing more flexible kernel choices and mitigating the need for numerous inducing points. Through extensive experiments on tasks including representation learning, data imputation, and conditional generation, we demonstrate that our approach outperforms other GPVAE variants in both predictive performance and computational efficiency.