Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes

22 June 2019

Papers citing "Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes"

2 / 2 papers shown

Title
Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo Hester Huijsdens D. Leeftink Linda Geerligs Max Hinne 27 0 0 07 Jun 2024
Dynamic Covariance Models for Multivariate Financial Time Series Yue Wu José Miguel Hernández-Lobato Zoubin Ghahramani 59 45 0 18 May 2013