Compressed-Sensing is a recent branch that separated from sparse and redundant representations, becoming a center of interest of its own. Exploiting sparse representation of signals, their sampling can be made far more eective compared to the classi
Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent factors. However, little is known on the statistical performances of mat
