46 citations · 72 across the 45 of their papers we have counts for
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An Interpretation of the Dual Problem of the THREE-like Approaches
Mattia Zorzi
Spectral estimation can be preformed using the so called THREE-like approach. Such method leads to a convex optimization problem whose solution is characterized through its dual pr…
AR Identification of Latent-variable Graphical Models
Mattia Zorzi, Rodolphe Sepulchre
The paper proposes an identification procedure for autoregressive gaussian stationary stochastic processes wherein the manifest (or observed) variables are mostly related through a…
Factor Analysis of Moving Average Processes
Mattia Zorzi, Rodolphe Sepulchre
The paper considers an extension of factor analysis to moving average processes. The problem is formulated as a rank minimization of a suitable spectral density. It is shown that i…
Multivariate Spectral Estimation based on the concept of Optimal Prediction
Mattia Zorzi
In this technical note, we deal with a spectrum approximation problem arising in THREE-like multivariate spectral estimation approaches. The solution to the problem minimizes a sui…