Despite the growing availability of sensing and data in general, we remain unable to fully characterise many in-service engineering systems and structures from a purely data-driven approach. The vast data and resources available to capture human activity are unmatched in our engineered world, and, even in cases where data could be referred to as ``big,'' they will rarely hold information across operational windows or life spans. This paper pursues the combination of machine learning technology and physics-based reasoning to enhance our ability to make predictive models with limited data. By explicitly linking the physics-based view of stochastic processes with a data-based regression approach, a spectrum of possible Gaussian process models are introduced that enable the incorporation of different levels of expert knowledge of a system. Examples illustrate how these approaches can significantly reduce reliance on data collection whilst also increasing the interpretability of the model, another important consideration in this context.
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