A Model Selection Criterion for Multidimensional Gaussian Processes: Application to Radial Velocities
Multidimensional Gaussian Process (multi-GP) regression is widely used to disentangle stellar and planetary signals in radial velocities (RVs) by jointly modelling ancillary activity indicators. However, identifying the combination of indicators that best constrains the stellar signal in the RVs is non-trivial, as classical model comparison methods are not directly applicable when multi-GPs involve different time series combinations. In this work, we present an information criterion to compare multi-GP models based on their ability to explain the RV component, $\mathrm{MGIC}_{\rm rv}$. This metric combines the conditional RV likelihood with an effective parameter count that accounts for the regularisation imposed by the multi-GP model on the RV component. We demonstrate that $\mathrm{MGIC}_{\rm rv}$ provides a quantitative and robust framework for multi-GP model comparison, identifying the activity indicators that most effectively constrain the RV signal. Although developed in the context of RV analysis, the proposed criterion is general and applicable to multi-GP problems in which the inference focuses on a specific observable.