Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.
up vote 0 down vote favorite

I am using the MATLAB code for Rasmussen & Williams' book Gaussian Processes for Machine Learning.

How can one incorporate prior knowledge in Gaussian process regression? Say, that the variance in one dimension of a two dimensional vector is greater. Is it only by considering the parameters of a normal distribution, or can it be more detailed?

share|improve this question
The prior is Gaussian. Do you have the actual book? If not, you can read the co-author's summary. Hanna Wallach also has an introductory presentation – Emre May 22 '12 at 3:53
Then it is not really a prior knowledge ! If I already know that the influence of variable A is more than variable B, then how should I consider it ?! – user4581 May 23 '12 at 22:47
so basically it is not possible ?! – user4581 Jun 3 '12 at 12:59

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.