Efficient total probability prediction via convex optimization and optimal transport.

Sanggyun Kim Diego Mesa Todd P. Coleman

Published in: ISIT (2015)

Keyphrases

convex optimization
interior point methods
convex optimization problems
total variation
low rank
dynamic programming
primal dual
convex formulation
convex relaxation
semidefinite program
operator splitting
learning algorithm
high quality
partial differential equations
basis pursuit