activity
20062022
most citedA note on forecasting demand using the multivariate exponential smoothing framework

21 citations · 162 across the 25 of their papers we have counts for

collaborators

29 papers

math.NA2022

An edge centrality measure based on the Kemeny constant

D. Altafini, D. A. Bini, V. Cutini +2

A new measure of the centrality of an edge in an undirected graph is introduced. It is based on the variation of the Kemeny constant of the graph after removing the…

cs.CE2021★ 2 cited

Efficient Analysis of Chemical Reaction Networks Dynamics based on Input-Output Monotonicity

Lucia Nasti, Roberta Gori, Paolo Milazzo +1

Motivation: A Chemical Reaction Network (CRN) is a set of chemical reactions, which can be very complex and difficult to analyze. Indeed, dynamical properties of CRNs can be descri…

math.NA2021

Comparison Theorems for Splittings of M-matrices in (block) Hessenberg Form

Luca Gemignani, Federico Poloni

Some variants of the (block) Gauss--Seidel iteration for the solution of linear systems with -matrices in (block) Hessenberg form are discussed. Comparison results for the asymp…

math.NA2021

A continuation method for computing the multilinear Pagerank

Alberto Bucci, Federico Poloni

The multilinear Pagerank model [Gleich, Lim and Yu, 2015] is a tensor-based generalization of the Pagerank model. Its computation requires solving a system of polynomial equations…

math.NA2020

Iterative and doubling algorithms for Riccati-type matrix equations: a comparative introduction

Federico Poloni

We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2…

math.NA2020

Nearest -stable matrix via Riemannian optimization

Vanni Noferini, Federico Poloni

We study the problem of finding the nearest -stable matrix to a certain matrix , i.e., the nearest matrix with all its eigenvalues in a prescribed closed set . Distances a…

math.NA2018

When is a matrix unitary or Hermitian plus low rank?

Gianna M. Del Corso, Federico Poloni, Leonardo Robol +1

Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity…

math.PR2018

Doubling Algorithms for Stationary Distributions of Fluid Queues: A Probabilistic Interpretation

Nigel Bean, Giang T. Nguyen, Federico Poloni

Fluid queues are mathematical models frequently used in stochastic modelling. Their stationary distributions involve a key matrix recording the conditional probabilities of returni…

math.NA2017

Nonsingular systems of generalized Sylvester equations: an algorithmic approach

Fernando De Terán, Bruno Iannazzo, Federico Poloni +1

We consider the uniqueness of solution (i.e., nonsingularity) of systems of generalized Sylvester and -Sylvester equations with coefficients. After several r…

math.NA2017★ 19 cited

Perron-based algorithms for the multilinear pagerank

Beatrice Meini, Federico Poloni

We consider the multilinear pagerank problem studied in [Gleich, Lim and Yu, Multilinear Pagerank, 2015], which is a system of quadratic equations with stochasticity and nonnegativ…

math.RA2016★ 4 cited

Solvability and uniqueness criteria for generalized Sylvester-type equations

Fernando De Terán, Bruno Iannazzo, Federico Poloni +1

We provide necessary and sufficient conditions for the generalized -Sylvester matrix equation, , to have exactly one solution for any right-hand side E…

math.PR2016★ 6 cited

Componentwise accurate Brownian motion computations using Cyclic Reduction

Giang T. Nguyen, Federico Poloni

Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfi…

math.NA2015

Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations

Tayyebe Haqiri, Federico Poloni

We describe a procedure based on the Krawczyk method to compute a verified enclosure for the stabilizing solution of a continuous-time algebraic Riccati equation bu…

stat.ME2015

Multivariate trend-cycle extraction with the Hodrick-Prescott filter

Federico Poloni, Giacomo Sbrana

The Hodrick-Prescott filter represents one of the most popular method for trend-cycle extraction in macroeconomic time series. In this paper we provide a multivariate generalizatio…

math.NA2015★ 14 cited

Iterative methods for the delay Lyapunov equation with T-Sylvester preconditioning

Elias Jarlebring, Federico Poloni

The delay Lyapunov equation is an important matrix boundary-value problem which arises as an analogue of the Lyapunov equation in the study of time-delay systems $\dot{x}(t) = A_0x…

cs.DC2015★ 3 cited

Mutual Visibility by Luminous Robots Without Collisions

G. A. Di Luna, P. Flocchini, S. Gan Chaudhuri +3

Consider a finite set of identical computational entities that can move freely in the Euclidean plane operating in Look-Compute-Move cycles. Let p(t) denote the location of entity…

stat.CO2014★ 21 cited

A note on forecasting demand using the multivariate exponential smoothing framework

Federico Poloni, Giacomo Sbrana

Simple exponential smoothing is widely used in forecasting economic time series. This is because it is quick to compute and it generally delivers accurate forecasts. On the other h…

math.NA2014★ 14 cited

Componentwise accurate fluid queue computations using doubling algorithms

Giang T. Nguyen, Federico Poloni

Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applicati…

math.ST2013★ 7 cited

A closed-form estimator for the multivariate GARCH(1,1) model

Giacomo Sbrana, Federico Poloni

We provide a closed-form estimator based on the VARMA representation for the unrestricted multivariate GARCH(1,1). We show that all parameters can be derived using basic linear alg…

math.NA2011

A duality relation for matrix pencils with application to linearizations

Federico Poloni

The aim of this paper is twofold. First, we introduce a new class of linearizations, based on the generalization of a construction used in polynomial algebra to find the zeros of a…

math.NA2011★ 2 cited

The SDA Method for Numerical Solution of Lur'e Equations

Federico Poloni, Timo Reis

We introduce a numerical method for the numerical solution of the so-called Lur'e matrix equations that arise in balancing-related model reduction and linear-quadratic infinite tim…

math.NA2010★ 8 cited

On the solution of a quadratic vector equation arising in Markovian Binary Trees

Dario A. Bini, Beatrice Meini, Federico Poloni

We present some advances, both from a theoretical and from a computational point of view, on a quadratic vector equation (QVE) arising in Markovian Binary Trees. Concerning the the…

math.NA2010★ 13 cited

The Padé iterations for the matrix sign function and their reciprocals are optimal

Federico Greco, Bruno Iannazzo, Federico Poloni

It is proved that among the rational iterations locally converging with order s>1 to the sign function, the Padé iterations and their reciprocals are the unique rationals with the…

math.NA2010★ 8 cited

A Subspace Shift Technique for Nonsymmetric Algebraic Riccati Equations

Bruno Iannazzo, Federico Poloni

The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing…