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Gaussian Process Volatility Model

Gaussian Process Volatility Model

Yue Wu
Jose Miguel Hernandez Lobato
Zoubin Ghahramani
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Papers citing "Gaussian Process Volatility Model"

5 / 5 papers shown
Title
Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC
Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC
R. Frigola
Fredrik Lindsten
Thomas B. Schon
C. Rasmussen
80
149
0
12 Jun 2013
Dynamic Covariance Models for Multivariate Financial Time Series
Dynamic Covariance Models for Multivariate Financial Time Series
Yue Wu
José Miguel Hernández-Lobato
Zoubin Ghahramani
79
45
0
18 May 2013
Ancestor Sampling for Particle Gibbs
Ancestor Sampling for Particle Gibbs
Fredrik Lindsten
Michael I. Jordan
Thomas B. Schon
76
61
0
25 Oct 2012
Expectation Propagation in Gaussian Process Dynamical Systems: Extended Version
Expectation Propagation in Gaussian Process Dynamical Systems: Extended Version
M. Deisenroth
S. Mohamed
49
45
0
12 Jul 2012
Copula Processes
Copula Processes
A. Wilson
Zoubin Ghahramani
120
113
0
07 Jun 2010