Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes
Creighton Heaukulani and Mark van der Wilk
Book Title
Advances in Neural Information Processing Systems 32 (NeurIPS)
Editor
H. Wallach and H. Larochelle and A. Beygelzimer and F. Alché−Buc and E. Fox and R. Garnett
Publisher
Curran Associates‚ Inc.
Volume
32
Year
2019