\DeclareMathOperator{\VVar}{\mathbb{V}} % variance
\DeclareMathOperator{\One}{\mathbf{1}}
\DeclareMathOperator{\Cor}{\mathrm{Cor}}
\newcommand{\M}[1][]{\ensuremath{\ifstrempty{#1}{\mathcal{M}}{\mathbb{M}_{#1}}}}
\newcommand{\X}{\ensuremath{\mathbf{X}}}
\newcommand{\Y}{\ensuremath{\mathbf{Y}}}