A Saddle Point Approximation for Certain Multivariate Tail Probabilities.

Satish Iyengar Mainak Mazumdar

Published in: SIAM J. Sci. Comput. (1998)

Keyphrases

saddle point
convex concave
penalty function
primal dual
probability distribution
approximation algorithms
variational inequalities
structured prediction
belief networks
maximum margin
interior point
numerical methods
dirichlet distribution
structured output
objective function
convex sets