Convex Optimal Uncertainty Quantification (Q5501231): Difference between revisions

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+On sharpness of Tchebycheff-type inequalities
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+Inequalities of the type of Chebyshev and Cramer-Rao and mathematical programming
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+Bounds on measures satisfying moment conditions.
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+Multivariate Chebyshev Inequalities
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+Brittleness of Bayesian inference and new Selberg formulas
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+Optimal Uncertainty Quantification
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+A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
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+Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
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+Generalized Chebyshev Bounds via Semidefinite Programming
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