Deep Jump Gaussian Processes for Surrogate Modeling of High-Dimensional Piecewise Continuous Functions
arXiv:2510.21974v2 Announce Type: replace-cross Abstract: We introduce Deep Jump Gaussian Processes (DJGP), a novel method for surrogate modeling of a piecewise continuous function on a high-dimensional domain. DJGP addresses the limitations of conventional Jump Gaussian Processes (JGP) in high-dimensional input spaces by integrating region-specific, locally linear projections with JGP modeling. These projections employ region-dependent matrices to capture local low-dimensional subspace structures, making them well suited to the inherently localized modeling behavior of JGPs, a variant of local Gaussian […]