Arnak S. Dalalyan, Mohamed Hebiri, Katia Meziani, Joseph Salmon. Learning Heteroscedastic Models by Convex Programming under Group Sparsity. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 379-387, JMLR.org, 2013. [doi]
Abstract is missing.