Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints.
Andrés F. López-LoperaFrançois BachocNicolas DurrandeOlivier RoustantPublished in: SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
- finite dimensional
- inequality constraints
- convex sets
- higher dimensional
- nonlinear programming
- linear constraints
- equality constraints
- constrained optimization
- vector space
- interior point methods
- low dimensional
- euclidean space
- numerical solution
- approximation algorithms
- closed form
- reproducing kernel hilbert space
- machine learning
- convex hull
- maximum likelihood
- objective function
- finite number
- shape space
- image processing