Hi, I’m new to gaussian processes. I’m trying to model a process which I know that results in 0 near 0 input and goes to a positive constant at infinity.
Is there a way to set a suitable prior for this process? Optional solutions are:
- Using a step function for the prior, (0 below 0 and constant above).
- Using some nonlinear function such as y=1-exp(-x^4).
Is it possible to define such custom priors for the GP? It would make the extrapolation predictions much more reasonable.