
arXiv:2606.17995v1 Announce Type: cross Abstract: We study the privacy of releasing posterior sample paths from a Gaussian process (GP) when the entire training set including covariates and responses is private. Unlike standard differential-privacy (DP) mechanisms that add external noise, posterior sampling is random by construction. We show that this intrinsic randomness yields DP guarantees by deriving explicit R\'enyi-DP bounds for GP posterior sample-path release. The bounds separate posterior-mean leakage from data-dependent posterior-covariance leakage showing that meaningful privacy dep
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