@article{7:18,author={Sayan Mukherjee and Ding-Xuan Zhou}, Title={Learning Coordinate Covariances via Gradients},journal={Journal of Machine Learning Research},volume={7}, url={http://www.jmlr.org/papers/volume7/mukherjee06a/mukherjee06a.pdf}}
Learning Coordinate Covariances via Gradients.pdf