Gaussian Process Volatility Model

Gaussian Process Volatility Model

13 February 2014

Jose Miguel Hernandez Lobato

Zoubin Ghahramani

Papers citing "Gaussian Process Volatility Model"

5 / 5 papers shown

Title
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 Yue Wu José Miguel Hernández-Lobato Zoubin Ghahramani 79 45 0 18 May 2013
Ancestor Sampling for Particle Gibbs Fredrik Lindsten Michael I. Jordan Thomas B. Schon 78 61 0 25 Oct 2012
Expectation Propagation in Gaussian Process Dynamical Systems: Extended Version M. Deisenroth S. Mohamed 51 45 0 12 Jul 2012
Copula Processes A. Wilson Zoubin Ghahramani 124 113 0 07 Jun 2010