Divergence measures for statistical data processing—An annotated bibliography -
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In 1931--1932, Erwin Schrödinger studied a hot gas Gedankenexperiment (an instance of
large deviations of the empirical distribution). Schrödinger's problem represents an early …

Two qualitatively different ways of driving a physical system out of equilibrium, ie, time-
dependent and nonconservative forcing, are reflected by the decomposition of the system's …

We consider the problem of learning dynamic latent variable graphical models. More
precisely, given an estimate of the graphical model based on a finite data sample, we …

The rational covariance extension problem (RCEP) is an important problem in systems and
control occurring in such diverse fields as control, estimation, system identification, and …

Motivated by graphical models, we consider the “Sparse Plus Low-rank” decomposition of a
positive definite concentration matrix-the inverse of the covariance matrix. This is a classical …

The authors address the estimation of the scatter matrix of a scale mixture of Gaussian
stationary autoregressive (AR) vectors. This is equivalent to consider the estimation of a …

The rational covariance extension problem to determine a rational spectral density given a
finite number of covariance lags can be seen as a matrix completion problem to construct an …

A long series of previous papers have been devoted to the (one-dimensional) moment
problem with nonnegative rational measure. The rationality assumption is a complexity …

To accurately estimate locations and velocities of surrounding targets (cars) is crucial for
advanced driver assistance systems based on radar sensors. In this paper we derive …