Optimal Inequalities in Probability Theory: A Convex Optimization Approach.

Dimitris Bertsimas Ioana Popescu

Published in: SIAM J. Optim. (2005)

Keyphrases

convex optimization
probability theory
interior point methods
belief functions
low rank
possibility theory
conditional independence
norm minimization
primal dual
convex optimization problems
optimal solution
decision theory
inference rules
total variation
convex relaxation
linear combination
higher order