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my series for functions are type.

$$f(x) = a \sin(x-b) , a \sim \mathcal{N}(-1,2) , b \sim \mathcal{N}(-0.5,1)$$

Can someone get me started how to model these functions with GP. I am confused about how should one choose mean function and covariance function?

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    $\begingroup$ This process will not be a GP. Look at $f(0) = a sin(-b)$. This random variable has not a normal distribution. But the definition of a GP demands that every $f(x)$ has a normal distribution. Why do you want to model this as a GP in the first place? $\endgroup$ – g g Jun 5 '20 at 8:44
  • $\begingroup$ because i have complete knowledge of prior on functions . So I thought , GPs will be better $\endgroup$ – manifold Jun 5 '20 at 9:00

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