Generalized Gauss inequalities via semidefinite programming
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Cites work
- 10.1162/153244303321897726
- A Generalization of Tshebyshev's Inequality to Two Dimensions
- A generalized unimodality
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- A Survey of the S-Lemma
- Calculation of multivariate Chebyshev-type inequalities
- Distributionally Robust Control of Constrained Stochastic Systems
- Distributionally robust joint chance constraints with second-order moment information
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust stochastic knapsack problem
- Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
- Generalized Chebyshev Bounds via Semidefinite Programming
- Generalized Gauss-Chebyshev inequalities for unimodal distributions
- Global optimization with polynomials and the problem of moments
- scientific article; zbMATH DE number 193483 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Lectures on Choquet's theorem
- Minimax analysis of stochastic problems
- Moments of non-negative mass
- On duality theory of conic linear problems.
- On sharpness of Tchebycheff-type inequalities
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- On the Relationship Between Robust Minimum Variance Beamformers With Probabilistic and Worst-Case Distortionless Response Constraints
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Optimization under probabilistic envelope constraints
- Persistency model and its applications in choice modeling
- Solving semidefinite-quadratic-linear programs using SDPT3
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING
- Variational Analysis
Cited in
(28)- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Ambiguous risk constraints with moment and unimodality information
- Distributionally robust expectation inequalities for structured distributions
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Distributionally robust optimization. A review on theory and applications
- A multivariate Chebyshev bound of the Selberg form
- Bootstrap robust prescriptive analytics
- Frameworks and results in distributionally robust optimization
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- Two-sided probability bound for a symmetric unimodal random variable
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Distributionally robust chance constraint with unimodality-skewness information and conic reformulation
- Tight tail probability bounds for distribution-free decision making
- Data-driven chance constrained stochastic program
- Grothendieck inequalities for semidefinite programs with rank constraint
- Generalized Chebyshev Bounds via Semidefinite Programming
- Distributionally robust optimization with principal component analysis
- Worst-case range value-at-risk with partial information
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Moment Problem and Its Applications to Risk Assessment
- A Conic Programming Approach to Generalized Tchebycheff Inequalities
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- A positive semidefinite safe approximation of multivariate distributionally robust constraints determined by simple functions
- Distributionally robust optimization
- Efficient data-driven optimization with noisy data
- Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
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