Thanks! The Gaussian process does work as a 2D smoother Y(X1, X2) I can save, but I have one complication in my smoothing task: the degrees of smoothing (lambdas, Gaussian widths or some other smoothing parameters) have to be very different for X1 and X2, because I know there is lots of noise I need to filter out along X1, but along X2 the complicate change profile is the actual signal I want to capture in the smoother. In other words, I need anisotropic smoothing. I tried "Estimate Nugget" option, but it seems to also be isotropic (no difference in degree of smoothing along X1 and X2).