TOMASI , Federico

Gaussian graphical models have received much attention in the last years, due to their flexibility and expression power. In particular, lots of interests have been devoted to graphical models for temporal data, or dynamical graphical models, to understand the relation of variables evolving in time. While powerful in modelling complex systems,...

The main goal of supervised data analytics is to model a target phenomenon given a limited amount of samples, each represented by an arbitrarily large number of variables. Especially when the number of variables is much larger than the number of available samples, variable selection is a key step as it allows to identify a possibly reduced...