Wishart-priored-SDE

Code for the paper "Stochastic Differential Equations with Variational Wishart Diffusions".

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
README.md		README.md
build_kernel_matrix.R		build_kernel_matrix.R
china_test.RDa		china_test.RDa
china_train.RDa		china_train.RDa
compute_kl.R		compute_kl.R
forward.R		forward.R
forward_diffWGP.R		forward_diffWGP.R
forward_diffgp.R		forward_diffgp.R
get_data.R		get_data.R
get_mu_and_var.R		get_mu_and_var.R
make_gp_model.R		make_gp_model.R
optimize.R		optimize.R
optimize_ts.R		optimize_ts.R
run_timeseries.R		run_timeseries.R
sample_gp_marginal.R		sample_gp_marginal.R
timeseries_diffWGP.R		timeseries_diffWGP.R
uci_run.R		uci_run.R
util.R		util.R

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