Conditional minimum volume ellipsoid with application to multiclass discrimination

DOI10.1007/s10589-007-9097-xzbMath1201.90156OpenAlexW2150437261MaRDI QIDQ732238

Jun-Ya Gotoh, Akiko Takeda

Publication date: 9 October 2009

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/?action=repository_action_common_download&item_id=22824&item_no=1&attribute_id=17&file_no=1

zbMATH Keywords

interior point methodconditional value-at-riskminimum volume ellipsoid estimatorminimum volume covering ellipsoidmulticlass discrimination

Mathematics Subject Classification ID

Related Items (1)

Estimation and asymptotics for buffered probability of exceedance

Uses Software

• SDPT3
• UCI-ml
• LIBSVM
• MVE

Cites Work

• On the complexity of approximating the maximal inscribed ellipsoid for a polytope
• Clustering via minimum volume ellipsoids
• Lectures on Modern Convex Optimization
• Optimal design: Some geometrical aspects of D-optimality
• On Numerical Solution of the Maximum Volume Ellipsoid Problem
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• An Algorithm for Separating Patterns by Ellipsoids
• Breast Cancer Diagnosis and Prognosis Via Linear Programming
• Computation of Minimum-Volume Covering Ellipsoids
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