@article{JMLR:v7:mukherjee06a,
  author  = {Sayan Mukherjee and Ding-Xuan Zhou},
  title   = {Learning Coordinate Covariances via Gradients},
  journal = {Journal of Machine Learning Research},
  year    = {2006},
  volume  = {7},
  number  = {18},
  pages   = {519--549},
  url     = {http://jmlr.org/papers/v7/mukherjee06a.html}
}