Illustration of the GP framework. Two windows with a time length of 80 minutes are presented. The left panels are the GP regressions using the Matérn 3/2 kernel and the right panels are for the Squared Exponential kernel. In all panels, the blocked data points are in red, the solid line is the best prediction of GP regression, and the dashed lines and dotted lines are the 1σ and 2σ confidence regions, respectively. The integrated depths of these two windows are the largest among those of all the 80 minute windows. The window in the top panels matches the candidate transit event of Proxima Centauri b, having an integrated depth of A_M = 6.71 hr for the Matérn 3/2 kernel, while A_SE = 6.73 hr for the Squared Exponential kernel. The window in the bottom panels has A_M = 6.72 hr and A_SE = 6.83 hr.