Logarithmic concave measures with application to stochastic programming

Cited in

(only showing first 100 items - show all)

On strong unimodality of multivariate discrete distributions
Projective re-normalization for improving the behavior of a homogeneous conic linear system
Weighted Poincaré-type inequalities for Cauchy and other convex measures
Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
On a class of integral inequalities and their measure-theoretic consequences
Brunn-Minkowski inequality and its aftermath
Stochastic programming
Distribution sensitivity in stochastic programming
Guaranteeing approach to solving quantile optimization problems
Stability analysis for stochastic programs
Relaxations for probabilistically constrained programs with discrete random variables
Average errors for zero finding: Lower bounds
Convex set functions in d-space
A class of inequalities for non-negative sequences
On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
Best constants in Young's inequality, its converse, and its generalization to more than three functions
Attainable sets for linear stochastic control systems
Reduction of variance for Gaussian densities via restriction to convex sets
Some problems concerning centrally symmetric convex bodies
On optimal regulation of a storage level with application to the water level regulation of a lake
Logconcavity versus logconvexity: A complete characterization
Estimated stochastic programs with chance constraints
Rank of Gaussian dynamical systems
Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
A joint chance-constrained programming model with row dependence
Maximum likelihood estimation for weighted distributions
Some results on the multivariate truncated normal distribution
A convexity principle for interacting gases
The notion of convexity and concavity on Wiener space
Applications of stochastic programming: Achievements and questions
Data-driven robust chance constrained problems: a mixture model approach
Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
Risk tomography
Brunn-Minkowski inequalities in product metric measure spaces
New sufficient conditions for strong unimodality of multivariate discrete distributions
Efron's monotonicity property for measures on \(\mathbb{R}^2\)
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
Convexity of chance constrained programming problems with respect to a new generalized concavity notion
Learning mixtures of separated nonspherical Gaussians
Some inequalities for symmetric convex sets with applications
Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
Isoperimetric problems for convex bodies and a localization lemma
The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions
Approximation and contamination bounds for probabilistic programs
Multivariate value at risk and related topics
On matrix-valued log-concavity and related Prékopa and Brascamp-Lieb inequalities
Monge-Ampère iteration
Brunn-Minkowski and Prékopa-Leindler's inequalities under projection assumptions
Stability of the Prékopa-Leindler inequality for log-concave functions
A set of positive Gaussian measure with uniformly zero density everywhere.
Valuations on log-concave functions
On Bayesian posterior mean estimators in imaging sciences and Hamilton-Jacobi partial differential equations
Chance-constrained sets approximation: a probabilistic scaling approach
A Riesz representation theorem for functionals on log-concave functions
Some preservation properties of shifted stochastic orders
Surface area measures of log-concave functions
Geometry of log-concave functions: the L_p Asplund sum and the L_p Minkowski problem
Concentration inequalities for log-concave distributions with applications to random surface fluctuations
An analytic approach to cardinalities of sumsets
On a Brunn-Minkowski inequality for measures with quasi-convex densities
Crossed-derivative based sensitivity measures for interaction screening
Copula theory approach to stochastic geometric programming
The Brunn-Minkowski inequality in spaces with bitriangular laws of composition
Sets of admissible shifts of convex measures
Convex set functions in \(d\)-space
Small ball probability estimates, \(\psi_2\)-behavior and the hyperplane conjecture
Stability and sensitivity-analysis for stochastic programming
Functional Brunn-Minkowski inequalities induced by polarity
Rogers-Shephard type inequalities for sections
Rogers-Shephard and local Loomis-Whitney type inequalities
Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
On the stability of Brunn-Minkowski type inequalities
Generalization of the Brunn-Minkowski inequality in the form of Hadwiger for power moments
Every convex body has a unique illuminating center
Convolution and composition of totally positive random variables in economics
Dimensional variance inequalities of Brascamp-Lieb type and a local approach to dimensional Prékopa's theorem
Gaussian concentration for a class of spherically invariant measures
Properties and calculation of multivariate risk measures: MVaR and MCVaR
Sharp dilation-type inequalities with a fixed parameter of convexity
Prékopa-Leindler type inequalities on Riemannian manifolds, Jacobi fields, and optimal transport
A central limit theorem for convex sets
Genetic algorithm based technique for solving chance constrained problems
Solving two-stage stochastic programming problems with level decomposition
Simulated annealing in convex bodies and an \(O^{*}(n^{4}\)) volume algorithm
Robustness of optimal portfolios under risk and stochastic dominance constraints
On some inequalities of series of positive terms
Convex geometry and its applications. Abstracts from the workshop held December 12--18, 2021 (hybrid meeting)
On the improvement of concavity of convex measures
On the Problem of Reversibility of the Entropy Power Inequality
Hyperbolic measures on infinite dimensional spaces
A general minimax theorem
Approximations for chance-constrained programming problems
Concentration phenomena in high dimensional geometry
Information concentration in common value environments
Evaluation of a special multivariate gamma distribution function
A note on the variance of the square components of a normal multivariate within a Euclidean ball
On the analysis of asymmetric first price auctions
Comparing first and second price auctions with asymmetric bidders
Reverse Brunn-Minkowski and reverse entropy power inequalities for convex measures

This page was built for publication: Logarithmic concave measures with application to stochastic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5645216)