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math.ST2008★ 1 cited
On the Spectral Properties of Matrices Associated with Trend Filters
Alessandra Luati, Tommaso Proietti
This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in th…
math.ST2004
Maximum Fisher information in mixed state quantum systems
Alessandra Luati
We deal with the maximization of classical Fisher information in a quantum system depending on an unknown parameter. This problem has been raised by physicists, who defined [Helstr…