Conditional minimum volume ellipsoid with application to multiclass discrimination

DOI10.1007/S10589-007-9097-XzbMATH Open1201.90156OpenAlexW2150437261MaRDI QIDQ732238FDOQ732238

Authors: Jun-Ya Gotoh, Akiko Takeda 

Publication date: 9 October 2009

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/?action=repository_action_common_download&item_id=22824&item_no=1&attribute_id=17&file_no=1

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zbMATH Keywords

interior point methodconditional value-at-riskminimum volume ellipsoid estimatorminimum volume covering ellipsoidmulticlass discrimination

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51)

Cites Work

• On Numerical Solution of the Maximum Volume Ellipsoid Problem
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
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• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Computation of Minimum-Volume Covering Ellipsoids
• Breast Cancer Diagnosis and Prognosis Via Linear Programming
• On the complexity of approximating the maximal inscribed ellipsoid for a polytope
• Optimal design: Some geometrical aspects of D-optimality
• Clustering via minimum volume ellipsoids
• An Algorithm for Separating Patterns by Ellipsoids
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Cited In (2)

• Estimation and asymptotics for buffered probability of exceedance
• On the algorithm of Petunin confidence ellipsoid construction

Uses Software

• SDPT3
• UCI-ml
• LIBSVM
• MVE

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