Statistical Optimization in High Dimensions

DOI10.1287/opre.2016.1504zbMath1348.90509OpenAlexW2467817358MaRDI QIDQ2830768

Huan Xu, Constantine Caramanis, Shie Mannor

Publication date: 31 October 2016

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2016.1504

zbMATH Keywords

programmingnonparametricstatisticsstochastic

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

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Uses Software

• SeDuMi
• CVX

Cites Work

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