Ensemble-Conditional Gaussian Processes (Ens-CGP): Representation, Geometry, and Inference
arXiv:2602.13871v1 Announce Type: cross Abstract: We formulate Ensemble-Conditional Gaussian Processes (Ens-CGP), a finite-dimensional synthesis that centers ensemble-based inference on the conditional Gaussian law. Conditional Gaussian processes (CGP) arise directly from Gaussian processes under conditioning and, in linear-Gaussian settings, define the full posterior distribution for a Gaussian prior and linear observations. Classical Kalman filtering is a recursive algorithm that computes this same conditional law under dynamical assumptions; the conditional Gaussian law itself is therefore the underlying representational object, while […]