In a Gaussian Process IMSE Optimal Design formulation of the Gaussian process model, the covariance parameter vector determines the correlation structure. There is a Theta for each factor. A theta equal to 0 corresponds to a correlation of 1, causing the fitted surface to be flat in the corresponding factor’s direction. As theta increases, the correlation decreases, allowing the surface to be flexible in the factor’s direction.
In the Covariance Parameter Vector section, in the list of values under Thetas, you can enter values that reflect your prior knowledge of the surface.