Gaussian Process Vine Copulas for Multivariate Dependence

David Lopez-Paz, José Miguel Hernández-Lobato, Zoubin Ghahramani. Gaussian Process Vine Copulas for Multivariate Dependence. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 10-18, JMLR.org, 2013. [doi]

Abstract

Abstract is missing.