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3 papers
Time Adaptive Gaussian Model
Federico Ciech, Veronica Tozzo
Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how the…
Group induced graphical lasso allows for discovery of molecular pathways-pathways interactions
Veronica Tozzo, Federico Tomasi, Margherita Squillario +1
Complex systems may contain heterogeneous types of variables that interact in a multi-level and multi-scale manner. In this context, high-level layers may considered as groups of v…
Latent Variable Time-varying Network Inference
Federico Tomasi, Veronica Tozzo, Saverio Salzo +1
In many applications of finance, biology and sociology, complex systems involve entities interacting with each other. These processes have the peculiarity of evolving over time and…