Peter Mostowsky
Also known as Петр Алексеевич Мостовский
Peter Mostowsky is a machine learning researcher who works on Gaussian processes, a model class for learning unknown functions while representing predictive uncertainty. With Viacheslav Borovitskiy, Alexander Terenin, Marc Deisenroth and others, they coauthored "Efficiently sampling functions from Gaussian process posteriors", which received an Outstanding Paper Honorable Mention at ICML 2020, and "Matérn Gaussian Processes on Riemannian Manifolds" for NeurIPS 2020. By 2021, they were a research engineer in the Department of Mathematics and Computer Science at St. Petersburg State University; the AISTATS paper "Matérn Gaussian Processes on Graphs" and the JMLR paper "Pathwise Conditioning of Gaussian Processes" also appeared in 2021. They headed the author list of the GeometricKernels package paper, posted on arXiv in July 2024 and published in JMLR in 2025, and a March 2026 revision of that paper gives Independent as their affiliation.
Timeline
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2020
Sampling Gaussian process posteriors
With James Wilson, Viacheslav Borovitskiy, Alexander Terenin and Marc Deisenroth, they coauthor "Efficiently sampling functions from Gaussian process posteriors" for the 37th International Conference on Machine Learning in 2020. The paper separates the prior from the data to draw posterior samples at a fraction of the usual cost.
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2020
An ICML honorable mention
At ICML 2020, the sampling paper receives an Outstanding Paper Honorable Mention.
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2020
Matérn kernels on manifolds
Also in 2020, they coauthor "Matérn Gaussian Processes on Riemannian Manifolds" with Viacheslav Borovitskiy, Alexander Terenin and Marc Deisenroth, presented as a NeurIPS 2020 poster. The paper computes the kernels of Matérn Gaussian processes on compact Riemannian manifolds through spectral theory of the Laplace-Beltrami operator, which lets standard scalable techniques such as inducing point methods train them.
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By 2021
Research engineer at St. Petersburg State
By 2021, they work as a research engineer in the Department of Mathematics and Computer Science at St. Petersburg State University, with scientific interests in homological algebra and category theory.
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2021
Matérn processes on graphs
In 2021, they coauthor "Matérn Gaussian Processes on Graphs" with Viacheslav Borovitskiy, Iskander Azangulov, Alexander Terenin, Marc Deisenroth and Nicolas Durrande for AISTATS, the 24th International Conference on Artificial Intelligence and Statistics. The paper builds on the stochastic partial differential equation characterization of Matérn Gaussian processes to study their analog on undirected graphs.
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2021
Pathwise conditioning in JMLR
The Journal of Machine Learning Research publishes "Pathwise Conditioning of Gaussian Processes" in 2021, written with James T. Wilson, Viacheslav Borovitskiy, Alexander Terenin and Marc Peter Deisenroth. The paper derives a family of approximations for efficiently sampling Gaussian process posteriors and applies them to settings such as global optimization and reinforcement learning.
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2024–2025
The GeometricKernels package
GeometricKernels is a Python package for heat and Matérn kernels on manifolds, meshes and graphs, and its companion paper appears on arXiv in July 2024 with them as first of nine authors. The Journal of Machine Learning Research publishes the paper in 2025.
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March 2026
A 2026 GeometricKernels revision
A second version of the GeometricKernels paper appears on arXiv in March 2026, with their affiliation given as Independent.
Sources and credits
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- Efficiently sampling functions from Gaussian process posteriors
- ICML 2020 Awards
- Matérn Gaussian Processes on Riemannian Manifolds
- SPbU | Department of Mathematics and Computer Science » Peter Mostowsky
- Matérn Gaussian Processes on Graphs
- Pathwise Conditioning of Gaussian Processes
- The GeometricKernels Package: Heat and Matérn Kernels for Geometric Learning on Manifolds, Meshes, and Graphs
- [2407.08086] The GeometricKernels Package: Heat and Matérn Kernels for Geometric Learning on Manifolds, Meshes, and Graphs
- The GeometricKernels Package: Heat and Matérn Kernels for Geometric Learning on Manifolds, Meshes, and Graphs (arXiv HTML v2)
