Distributionally robust optimization by probability criterion for estimating a bounded signal

DOI10.1007/978-3-031-35305-5_12MaRDI QIDQ6134057zbMATH OpenOpenAlexFDO

Authors K. V. Semenikhin, Alexandr Arkhipov

Publication date 21 August 2023

Published in Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-35305-5_12

zbMATH Keywords

error probabilityminimax estimationdistributionally robust optimization\texttt{cvx}bounded signalmultivariate Selberg bound

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Minimax procedures in statistical decision theory (62C20) Minimax problems in mathematical programming (90C47) Robustness in mathematical programming (90C17)

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Cites work

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Cited in

(2)

• SOCP based variance free Dantzig selector with application to robust estimation
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