1 citations · 1 across the 2 of their papers we have counts for
3 papers · 2 filters
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…
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…
Families of Solutions of Algebraic Riccati Equations
Daniele Alpago, Augusto Ferrante
We consider Homogeneous Algebraic Riccati Equations in the general situation when the matrix of the dynamics can be "mixed". We show that in this case the equation may have infinit…