activity
20172022
most citedRobust Identification of "Sparse Plus Low-rank" Graphical Models: An Optimization Approach

1 citations · 1 across the 2 of their papers we have counts for

collaborators

6 papers

math.CA2022

Sharp Fourier Extension on the Circle Under Arithmetic Constraints

Valentina Ciccone, Felipe Gonçalves

We establish a sharp adjoint Fourier restriction inequality for the end-point Tomas-Stein restriction theorem on the circle under a certain arithmetic constraint on the support set…

math.OC2020

Regularized transport between singular covariance matrices

Valentina Ciccone, Yongxin Chen, Tryphon T. Georgiou +1

We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which s…

math.OC2019★ 1 cited

Robust Identification of "Sparse Plus Low-rank" Graphical Models: An Optimization Approach

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi

Motivated by graphical models, we consider the "Sparse Plus Low-rank" decomposition of a positive definite concentration matrix -- the inverse of the covariance matrix. This is a c…

math.OC2018

An alternating minimization algorithm for Factor Analysis

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi

The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We pre…

math.OC2017

Factor Models with Real Data: a Robust Estimation of the Number of Factors

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi

Factor models are a very efficient way to describe high dimensional vectors of data in terms of a small number of common relevant factors. This problem, which is of fundamental imp…

math.OC2017

Factor analysis with finite data

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covari…