  We present our sparse modeling study to extract spectral functions from
Euclidean-time correlation functions. In this study covariance between
different Euclidean times of the correlation function is taken into account,
which was not done in previous studies. In order to check applicability of the
method, we firstly test it with mock data which imitate possible charmonium
spectral functions. Then, we extract spectral functions from correlation
functions obtained from lattice QCD at finite temperature.
