Loading [MathJax]/extensions/MathZoom.js
Daniele Alpago - IEEE Xplore Author Profile

Showing 1-6 of 6 results

Filter Results

Show

Results

The positive link prediction problem is formulated in a system identification framework: We consider dynamic graphical models for autoregressive moving-average (ARMA) Gaussian random processes. For the identification of the parameters, we model our network on two different time scales: A quicker one, over which we assume that the process representing the dynamics of the agents can be considered to...Show More
In this article, we propose an identification method for latent-variable graphical models associated with autoregressive (AR) Gaussian stationary processes. The identification procedure exploits the approximation of AR processes through stationary reciprocal processes thus benefiting of the numerical advantages of dealing with block-circulant matrices. These advantages become more and more signifi...Show More
We consider the problem of link prediction in networks whose edge structure may vary (sufficiently slowly) over time. This problem, with applications in many important areas including social networks, has two main variants: the first, known as positive link prediction or PLP consists in estimating the appearance of a link in the network. The second, known as negative link prediction or NLP consist...Show More
The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant systems in which the uncertainty (if any) is assumed to be deterministic and bounded; relatively little attention has been devoted to stochastic linear time-invariant systems. As a first step in this direction, we propose ...Show More
At present, the problem to steer general nonMarkovian processes between specified end-point marginal distributions with minimum energy remains unsolved. Herein, we consider the special case of a non-Markovian process y(t) which assumes a finite-dimensional stochastic realization with a Markov state process that is fully observable. In this setting, and over a finite time horizon [0, T], we determi...Show More
In this letter we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the approximation of autoregressive (AR) processes through reciprocal processes in order to improve the robustness of the identification algorithm, especially when the order of the AR process becomes large. We show that the p...Show More