Guilherme V. Rocha

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Given n observations of a p-dimensional random vector, the covariance matrix and its inverse (precision matrix) are needed in a wide range of applications. Sample covariance (e.g. its eigenstructure) can misbehave when p is comparable to the sample size n. Regularization is often used to mitigate the problem. In this paper, we proposed an 1 penalized(More)
Advances in Wireless Sensor Networks (WSN) technology have provided promising possibilities in detecting a change in the state of a structure through monitoring its features estimated using sensor data. The natural vibration properties of the structure are a set of features commonly used for this purpose and are often estimated using a multivariate(More)
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