Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation

DOI10.1016/j.csda.2023.107763MaRDI QIDQ6115549

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Publication date: 13 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic processBayesian inferencefMRIvariational inferencecovariance estimationtemporal dependence

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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