50 citations · 198 across the 37 of their papers we have counts for
4 papers · 2 filters
Learning AR factor models
Francesca Crescente, Lucia Falconi, Federica Rozzi +2
We face the factor analysis problem using a particular class of auto-regressive processes. We propose an approximate moment matching approach to estimate the number of factors as w…
Data-driven Link Prediction over Graphical Models
Daniele Alpago, Mattia Zorzi, Augusto Ferrante
The positive link prediction (PLP) problem is formulated in a system identification framework: we consider dynamic graphical models for auto-regressive moving-average (ARMA) Gaussi…
Link Prediction: A Graphical Model Approach
Daniele Alpago, Mattia Zorzi, Augusto Ferrante
We consider the problem of link prediction in networks whose edge structure may vary (sufficiently slowly) over time. This problem, with applications in many important areas includ…
M-Spectral Estimation: A Flexible Approach Ensuring Rational Solutions
Bin Zhu, Augusto Ferrante, Johan Karlsson +1
This paper concerns a spectral estimation problem for multivariate (i.e., vector-valued) signals defined on a multidimensional domain, abbreviated as M. The problem is posed as…