Efficient inference in matrix-variate Gaussian models with \iid observation noise - researchr publication authors

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Oliver Stegle, Christoph Lippert, Joris M. Mooij, Neil D. Lawrence, Karsten M. Borgwardt. Efficient inference in matrix-variate Gaussian models with \iid observation noise. In John Shawe-Taylor, Richard S. Zemel, Peter L. Bartlett, Fernando C. N. Pereira, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011. Proceedings of a meeting held 12-14 December 2011, Granada, Spain. pages 630-638, 2011. [doi]

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