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stat.ME2010★ 22 cited
Generalised Wishart Processes
Andrew Gordon Wilson, Zoubin Ghahramani
We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitra…
stat.ME2010
Copula Processes
Andrew Gordon Wilson, Zoubin Ghahramani
We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a sto…