Martin Jørgensen, Marc Peter Deisenroth, Hugh Salimbeni. Stochastic Differential Equations with Variational Wishart Diffusions. In Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event. Volume 119 of Proceedings of Machine Learning Research, pages 4974-4983, PMLR, 2020. [doi]
Abstract is missing.