The following pages link to Mattia Zorzi (Q503196):
Displaying 39 items.
- Sparse plus low rank network identification: a nonparametric approach (Q503197) (← links)
- An interpretation of the dual problem of the THREE-like approaches (Q901098) (← links)
- On the robustness of the Bayes and Wiener estimators under model uncertainty (Q1679087) (← links)
- The harmonic analysis of kernel functions (Q1797097) (← links)
- On the estimation of structured covariance matrices (Q1937493) (← links)
- Nonparametric identification of Kronecker networks (Q2081800) (← links)
- Mean-square consistency of the \(f\)-truncated \(M^2\)-periodogram (Q2103640) (← links)
- Autoregressive identification of Kronecker graphical models (Q2207183) (← links)
- Rational approximations of spectral densities based on the Alpha divergence (Q2250010) (← links)
- Empirical Bayesian learning in AR graphical models (Q2280924) (← links)
- Minimal resources identifiability and estimation of quantum channels (Q2454227) (← links)
- Robust fixed-lag smoothing under model perturbations (Q2680282) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- A Contraction Analysis of the Convergence of Risk-Sensitive Filters (Q2818216) (← links)
- AR Identification of Latent-Variable Graphical Models (Q2980382) (← links)
- Multivariate Spectral Estimation Based on the Concept of Optimal Prediction (Q2982713) (← links)
- A New Family of High-Resolution Multivariate Spectral Estimators (Q2983195) (← links)
- (Q3001228) (← links)
- Distributed Kalman Filtering Under Model Uncertainty (Q4969450) (← links)
- Optimal Transport Between Gaussian Stationary Processes (Q5036254) (← links)
- A Scalable Strategy for the Identification of Latent-Variable Graphical Models (Q5092250) (← links)
- Robust Kalman Filtering Under Model Uncertainty: The Case of Degenerate Densities (Q5092260) (← links)
- An alternating minimization algorithm for Factor Analysis (Q5218998) (← links)
- Graphical model selection for a particular class of continuous-time processes (Q5219000) (← links)
- Factor Models With Real Data: A Robust Estimation of the Number of Factors (Q5223747) (← links)
- Minimum Relative Entropy for Quantum Estimation: Feasibility and General Solution (Q5346166) (← links)
- Robust Kalman Filtering Under Model Perturbations (Q5352636) (← links)
- A Maximum Entropy Enhancement for a Family of High-Resolution Spectral Estimators (Q5352703) (← links)
- Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle (Q5370982) (← links)
- Learning Latent Variable Dynamic Graphical Models by Confidence Sets Selection (Q5853935) (← links)
- Data-Driven Link Prediction Over Graphical Models (Q6053259) (← links)
- Robust distributed Kalman filtering with event-triggered communication (Q6136514) (← links)
- On the convergence of degenerate risk sensitive filters (Q6540828) (← links)
- Analyzing the impact of regularization on REMSE (Q6546870) (← links)
- A robust approach to ARMA factor modeling (Q6575755) (← links)
- A second-order generalization of TC and DC kernels (Q6588790) (← links)
- On the statistical consistency of a generalized cepstral estimator (Q6667899) (← links)
- On the identification of ARMA graphical models (Q6668294) (← links)
- A kernel-based PEM estimator for forward models (Q6744533) (← links)
