Sharp Bounds on Probabilities Using Linear Programming.
András PrékopaPublished in: Oper. Res. (1990)
Keyphrases
- linear programming
- upper bound
- linear program
- lower bound
- dynamic programming
- feasible solution
- optimal solution
- worst case
- upper and lower bounds
- np hard
- lower and upper bounds
- integer programming
- expected loss
- marginal probabilities
- quadratic programming
- primal dual
- objective function
- high quality
- nonlinear programming
- conditional probabilities
- constraint propagation
- probability distribution
- data sets
- column generation
- error bounds
- probability theory
- tight bounds
- branch and bound search
- neural network