Multivariate Sparse Coding of Nonstationary
      Covariances with Gaussian Processes
                        Rui Li
           Golisano College of Computing and Information Sciences
                Rochester Institute of Technology
                   Rochester, NY 14623
                    rxlics@rit.edu

                       Abstract
     This paper studies statistical characteristics of multivariate observations with ir-
     regular changes in their covariance structures across input space ...