50 citations · 198 across the 37 of their papers we have counts for
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On the Geometry of Maximum Entropy Problems
Michele Pavon, Augusto Ferrante
We show that a simple geometric result suffices to derive the form of the optimal solution in a large class of finite and infinite-dimensional maximum entropy problems concerning p…
An Efficient Algorithm for Maximum-Entropy Extension of Block-Circulant Covariance Matrices
Francesca P. Carli, Augusto Ferrante, Michele Pavon +1
This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of s…
Time and spectral domain relative entropy: A new approach to multivariate spectral estimation
Augusto Ferrante, Chiara Masiero, Michele Pavon
The concept of spectral relative entropy rate is introduced for jointly stationary Gaussian processes. Using classical information-theoretic results, we establish a remarkable conn…
A Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes
Francesca Carli, Augusto Ferrante, Michele Pavon +1
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a special class of Markov random fields restricted to one dimension. Non stationary…