I have the following problem. I'm reading through the Gaussian Process book http://www.gaussianprocess.org/gpml/chapters/RW2.pdf ,now coming the questions,in. In the bayesian linear regression,why can someone assume that it is suggested to use the Gaussian prior over the parameters is always Gaussian. For the same to Gaussian process regression, for a training set , we also don't know the distribution of the process,maybe it can be not gaussian, can. Can GPR always work well? I just don't understand and somebady else ask me why? why should we use gaussian distribution? Is there any paper or book? help,please,thankyou!