Spectrahedral Regression

DOI10.1137/21m1455899zbMath1519.90157arXiv2110.14779OpenAlexW3208499399MaRDI QIDQ6155881

Venkat Chandrasekaran, Eliza O'reilly

Publication date: 7 June 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.14779

zbMATH Keywords

semidefinite programmingapproximation of convex bodiesconvex regressionsupport function estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47)

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