Generalized Gauss inequalities via semidefinite programming (Q263197)
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scientific article; zbMATH DE number 6562692
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| English | Generalized Gauss inequalities via semidefinite programming |
scientific article; zbMATH DE number 6562692 |
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Generalized Gauss inequalities via semidefinite programming (English)
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4 April 2016
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The authors consider the problem of the estimating bounds for the probability of a random vector to fall outside a polytope. A special assumption made by the authors is the unimodality of the density of the distribution of random vectors. It is shown, by using the concepts from Choquet theory, that both the Chebyshev and Gauss bounds can be obtained via semidefinite programming.
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probability bounds
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multivariate probability
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semidefinite programming
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0.8373532891273499
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0.8086447715759277
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0.8067106008529663
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0.8045000433921814
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