Statistical Inference via Convex Optimization

DOI10.1515/9780691200316zbMath1433.62006OpenAlexW4206277782MaRDI QIDQ5210749

Arkadin Nemirovski, Anatoli B. Juditsky

Publication date: 21 January 2020

Full work available at URL: https://doi.org/10.1515/9780691200316

Mathematics Subject Classification ID

Bayesian inference (62F15) Convex programming (90C25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

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Minimax estimation of norms of a probability density. I: Lower bounds ⋮ On well-structured convex–concave saddle point problems and variational inequalities with monotone operators ⋮ Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning ⋮ Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation ⋮ Polytopal balls arising in optimization ⋮ On Design of Polyhedral Estimates in Linear Inverse Problems ⋮ Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems ⋮ Optimal detection of the feature matching map in presence of noise and outliers

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