363 citations · 457 across the 4 of their papers we have counts for
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stat.ML2013★ 12 cited
Gaussian Process Conditional Copulas with Applications to Financial Time Series
José Miguel Hernández-Lobato, James Robert Lloyd, Daniel Hernández-Lobato
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms…
stat.ML2013★ 363 cited
Structure Discovery in Nonparametric Regression through Compositional Kernel Search
David Duvenaud, James Robert Lloyd, Roger Grosse +2
Despite its importance, choosing the structural form of the kernel in nonparametric regression remains a black art. We define a space of kernel structures which are built compositi…