/ Mario Souto |
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ProxSDP : Semidefinite Programming (SDP) optimization solver.
StateSpaceModels.jl : Julia package for modeling, forecasting, and simulating time series in a state-space framework.
Souto, Mario, Joaquim D. Garcia, and Álvaro Veiga. “Exploiting low-rank structure in semidefinite programming by approximate operator splitting.” Optimization.
Souto, Mario, et al. “A high-dimensional VARX model to simulate monthly renewable energy supply.” 2014 Power Systems Computation Conference. IEEE, 2014.
Von der Weid, J. P., Souto, M. H., Garcia, J. D., & Amaral, G. C. “Adaptive filter for automatic identification of multiple faults in a noisy OTDR profile.” Journal of Lightwave Technology.
Souto, Mario, Joaquim D. Garcia, and Gustavo C. Amaral. “ℓ1 Adaptive trend filter via fast coordinate descent.” 2016 IEEE Sensor Array And Multichannel Signal Processing Workshop
Saavedra, Raphael, Guilherme Bodin, and Mario Souto. “StateSpaceModels. jl: A julia package for time-series analysis in a state-space framework.” arXiv preprint.