.. _DefHyperparameter:

Definition of Term: Hyperparameter
==================================

A parameter is any variable in a probability distribution. For instance,
a normal distribution is generally defined to have two parameters, its
mean and its variance.

The term hyperparameter is used (fairly loosely) in Bayesian statistics
to mean a parameter in the prior distribution.

For the :ref:`Gaussian process<DefGP>`
:ref:`emulator<DefEmulator>` the term denotes the parameters in the
:ref:`mean<AltMeanFunction>` or
:ref:`variance<DiscCovarianceFunction>` functions.