New optimisations for exact, scalable 2D Gaussian process inference, with applications to astronomical time-series

arXiv:2611.09198v1 Announce Type: cross Abstract: Astronomical datasets often consist of a grid of datapoints in two or more dimensions, such as images, spectroscopic time-series, and imaging time-series. Gaussian processes (GPs) are a powerful tool for dealing with correlated noise in these data, arising from both astrophysical and instrumental systematics. Despite this, popular GP optimisations such as celerite are largely restricted to 1D datasets. Extensions to 2D data typically come with limited flexibility or poor scaling. As a motivating example, this limitation is significant for transiting exoplanet spectroscopy with JWST, as current analyses typically assume each spectroscopic light curve is statistically independent, despite many potential sources of wavelength-correlation, including detector readout noise and stellar granulation. This introduces a potential bias in atmospheric retrievals which is typically ignored. To solve this problem, we present new, exact GP optimisations implemented in the JAX-based package luas, which extend 1D GP optimisations to multidimensional data using Kronecker product algebra. These GP optimisations are highly flexible, permit efficient analysis of 2D datasets containing millions of datapoints, and in many cases have a cheaper cost than transit light curve modelling. These optimisations are key to pushing the limits of exoplanet spectroscopy to smaller targets around bright host stars, as we increasingly hit instrumental and astrophysical noise floors. We suggest further applications to the analysis of ground-based high resolution spectroscopic time-series, extreme precision radial velocities, and high-contrast imaging, drawing on the connection that certain 2D GP models represent a probabilistic generalisation of PCA. Applications may even extend to machine learning and geostatistics, as we present novel optimisations for the Linear Mixing Model and the Linear Model of Coregionalisation.