Creighton Heaukulani, Mark van der Wilk. Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 4584-4594, 2019. [doi]
Abstract is missing.