Approximating integrals of multivariate exponentials: A moment approach
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Publication:935225
DOI10.1016/j.orl.2007.07.002zbMath1160.65009MaRDI QIDQ935225
Dimitris J. Bertsimas, Xuan Vinh Doan, Jean-Bernard Lasserre
Publication date: 6 August 2008
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2007.07.002
semidefinite programming; normal distribution; integral approximation; multivariate integrals; exponential order statistic probability; moment relaxation; multivariate exponentials
90C22: Semidefinite programming
41A63: Multidimensional problems
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
Related Items
Approximating integrals of multivariate exponentials: A moment approach, Multivariate truncated moments problems and maximum entropy
Uses Software
Cites Work
- Approximating integrals of multivariate exponentials: A moment approach
- Global Optimization with Polynomials and the Problem of Moments
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Approximation et interpolation des fonctions différentiables de plusieurs variables
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