Threshold markets on the same theme (e.g. BTC above various prices and dates) are often priced thinly and inconsistently. A Gaussian process is a method that draws one smooth fair-value surface across the whole (price, time) grid AND reports how confident it is at each point. You trade any market sitting off that surface by more than the model's uncertainty allows. The edge is borrowing pricing information from related markets to value each thin one more accurately than its own sparse book can.
Markets on Polymarket where gaussian-process surface for sparse strike markets is the natural play:
