activity
20182020
collaborators

6 papers

math.OC2020

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…

math.OC2020

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…

math.OC2020

An Extended Kalman Filter for Data-enabled Predictive Control

Daniele Alpago, Florian Dorfler, John Lygeros

The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant sy…

math.OC2019

Optimal steering for non-Markovian Gaussian processes

Daniele Alpago, Yongxin Chen, Tryphon Georgiou +1

At present, the problem to steer a non-Markovian process with minimum energy between specified end-point marginal distributions remains unsolved. Herein, we consider the special ca…

math.OC2018

A Scalable Strategy for the Identification of Latent-variable Graphical Models

Daniele Alpago, Mattia Zorzi, Augusto Ferrante

In this paper we propose an identification method for latent-variable graphical models associated to autoregressive (AR) Gaussian stationary processes. The identification procedure…

math.OC2018

Identification of Sparse Reciprocal Graphical Models

Daniele Alpago, Mattia Zorzi, Augusto Ferrante

In this paper we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the ap…