搜索结果: 1-2 共查到“理论统计学 semidefinite programming”相关记录2条 . 查询时间(0.055 秒)
Generalized Chebyshev Bounds via Semidefinite Programming
semidefi nite programming convex optimization duality theory Chebyshev inequalities
2015/7/10
A sharp lower bound on the probability of a set defined by quadratic inequalities, given the first two moments of the distribution, can be efficiently computed using convex optimization. This result g...
The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming.