Farideh Fazayeli, Arindam Banerjee. The Matrix Generalized Inverse Gaussian Distribution: Properties and Applications. In Paolo Frasconi, Niels Landwehr, Giuseppe Manco, Jilles Vreeken, editors, Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2016, Riva del Garda, Italy, September 19-23, 2016, Proceedings, Part I. Volume 9851 of Lecture Notes in Computer Science, pages 648-664, Springer, 2016. [doi]
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