Group Lasso Estimation of High-dimensional Covariance Matrices
Jrmie Bigot and Rolando J. Biscay and Jean-Michel Loubes and Lillian Muiz-Alvarez

@article{12:98,author={Jrmie Bigot and Rolando J. Biscay and Jean-Michel Loubes and Lillian Muiz-Alvarez}, Title={Group Lasso Estimation of High-dimensional Covariance Matrices},journal={Journal of Machine Learning Research},volume={12}, url={http://www.jmlr.org/papers/volume12/bigot11a/bigot11a.pdf}}