Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
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Publication:2010090
DOI10.1007/s10898-019-00756-3zbMath1433.90094OpenAlexW2920957089MaRDI QIDQ2010090
Publication date: 3 December 2019
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-019-00756-3
global optimizationconcave envelopesjoint probability maximizationFenchel transformrandom Gaussian inequalities
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