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20112026
most citedRational approximations of spectral densities based on the Alpha divergence

46 citations · 72 across the 45 of their papers we have counts for

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7 papers · 1 filter

cs.LG2018

Derivative-free online learning of inverse dynamics models

Diego Romeres, Mattia Zorzi, Raffaello Camoriano +2

This paper discusses online algorithms for inverse dynamics modelling in robotics. Several model classes including rigid body dynamics (RBD) models, data-driven models and semipara…

math.OC2018★ 1 cited

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

An alternating minimization algorithm for Factor Analysis

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi

The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We pre…

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…

math.OC2018

On the coupling of Model Predictive Control and Robust Kalman Filtering

Alberto Zenere, Mattia Zorzi

Model Predictive Control (MPC) represents nowadays one of the main methods employed for process control in industry. Its strong suits comprise a simple algorithm based on a straigh…

math.OC2018

Robust Kalman Filtering: Asymptotic Analysis of the Least Favorable Model

Mattia Zorzi, Bernard C. Levy

We consider a robust filtering problem where the robust filter is designed according to the least favorable model belonging to a ball about the nominal model. In this approach, the…

eess.SY2018

The role of noise modeling in the estimation of resting-state brain effective connectivity

Giulia Prando, Mattia Zorzi, Alessandra Bertoldo +1

Causal relations among neuronal populations of the brain are studied through the so-called effective connectivity (EC) network. The latter is estimated from EEG or fMRI measurement…