## Math Problem Statement

## Solution

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## Math Problem Analysis

### Mathematical Concepts

Probability Theory

Gaussian Processes

Covariance Matrices

Random Fields

Spatial Correlation

### Formulas

m ~ N(0, 1/2)

c ~ N(1/2, 1/8)

θ1 ~ N(0, Γ1)

θ2 ~ N(0, Γ2)

### Theorems

Gaussian Distribution

Exponential Covariance Matrix

### Suitable Grade Level

Graduate Level or Advanced Undergraduate

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