Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes
Creighton Heaukulani, Mark van der Wilk
–Neural Information Processing Systems
They are themselves constructed from i.i.d. Gaussian processes, in analogy to the construction of Wishart or inverse Wishart random variables from i.i.d.
Neural Information Processing Systems
Oct-2-2025, 19:32:05 GMT
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