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A methodology to perform topological regularization via information filtering network is introduced.
On the generalised distance in statistics
Mahalanobis Prasanta Chandra et al · 1936
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On the stability of inverse problems
Andrey Nikolayevich Tikhonov · 1943
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Maximum likelihood from incomplete data via the em algorithm
Arthur P Dempster, Nan M Laird, and Donald B Rubin · 1977
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Graphical Models
Steffen L. Lauritzen · 1996
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Regression shrinkage and selection via the lasso
Robert Tibshirani · 1996
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Multivariate t-distributions and their applications
Samuel Kotz and Saralees Nadarajah · 2004
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A tool for filtering information in complex systems
Michele Tumminello, Tomaso Aste, Tiziana Di Matteo, and Rosario N Mantegna · 2005
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Pattern recognition and machine learning
Christopher M Bishop · 2006
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Correlation based networks of equity returns sampled at different time horizons
Michele Tumminello, T Di Matteo, T Aste, and Rosario Nunzio Mantegna · 2007
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Correlation-based biological networks
Won-Min Song, Tomaso Aste, and Tiziana Di Matteo · 2008
Cited alongside, same era.
Correlation structure and dynamics in volatile markets
Tomaso Aste, W Shaw, and Tiziana Di Matteo · 2010
Cited alongside, same era.
Hierarchical information clustering by means of topologically embedded graphs
Won-Min Song, Tiziana Di Matteo, and Tomaso Aste · 2012
Cited alongside, same era.
Spread of risk across financial markets: better to invest in the peripheries
Francesco Pozzi, Tiziana Di Matteo, and Tomaso Aste · 2013
Cited alongside, same era.
Quic: quadratic approximation for sparse inverse covariance estimation
Cho-Jui Hsieh, Mátyás A Sustik, Inderjit S Dhillon, and Pradeep D Ravikumar · 2014
Parsimonious modeling with information filtering networks
Wolfram Barfuss, Guido Previde Massara, Tiziana Di Matteo, and Tomaso Aste · 2016
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Network filtering for big data: Triangulated maximally filtered graph
Guido Previde Massara, T. Di Matteo, and Tomaso Aste · 2017
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Networktoolbox: Methods and measures for brain, cognitive, and psychometric network analysis in r
Alexander P Christensen · 2018
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Network structure of the wisconsin schizotypy scales–short forms: Examining psychometric network filtering approaches
Alexander P Christensen, Yoed N Kenett, Tomaso Aste, Paul J Silvia, and Thomas R Kwapil · 2018
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Symmetric multivariate and related distributions
Kai Wang Fang · 2018
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Learning clique forests
Guido Previde Massara and Tomaso Aste · 2018
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Cited alongside, same era.
Risk diversification: a study of persistence with a filtered correlation-network approach
Nicoló Musmeci, Tomaso Aste, and Tiziana Di Matteo · 2014
Cited alongside, same era.
Relation between financial market structure and the real economy: Comparison between clustering methods
N Musmeci, T Aste, and T Di Matteo · 2015
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Forecasting market states
Pier Francesco Procacci and Tomaso Aste · 2019
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