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cs.LG2024
Consistent Estimation of a Class of Distances Between Covariance Matrices
Roberto Pereira, Xavier Mestre, Davig Gregoratti
This work considers the problem of estimating the distance between two covariance matrices directly from the data. Particularly, we are interested in the family of distances that c…
cs.LG2021
Exclusive Group Lasso for Structured Variable Selection
David Gregoratti, Xavier Mestre, Carlos Buelga
A structured variable selection problem is considered in which the covariates, divided into predefined groups, activate according to sparse patterns with few nonzero entries per gr…