Generalized Chebyshev Bounds via Semidefinite Programming

نویسندگان

  • Lieven Vandenberghe
  • Stephen P. Boyd
  • Katherine Comanor
چکیده

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 generalizes Chebyshev’s inequality for scalar random variables. Two semidefinite programming formulations are presented, with a constructive proof based on convex optimization duality and elementary linear algebra.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized Gauss inequalities via semidefinite programming

A sharp upper bound on the probability of a random vector falling outside a polytope, based solely on the first and second moments of its distribution, can be computed efficiently using semidefinite programming. However, this Chebyshev-type bound tends to be overly conservative since it is determined by a discrete worst-case distribution. In this paper we obtain a less pessimistic Gauss-type bo...

متن کامل

Chebyshev Inequalities for Products of Random Variables

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds can be computed numerically using semidefinite programming. If only an upper bound on the covariance matrix is available, the probability bounds on the right t...

متن کامل

A Conic Programming Approach to Generalized Tchebycheff Inequalities

Consider the problem of finding optimal bounds on the expected value of piece-wise polynomials over all measures with a given set of moments. This is a special class ofGeneralized Tchebycheff Inequalities in probability theory. We study this problem within the framework of conic programming. Relying on a general approximation scheme for conic programming, we show that these bounds can be numeri...

متن کامل

Interior-point methods for magnitude filter design

ABSTRACT We describe efficient interior-point methods for the design of filters with constraints on the magnitude spectrum, for example, piecewise-constant upper and lower bounds, and arbitrary phase. Several researchers have observed that problems of this type can be solved via convex optimization and spectral factorization. The associated optimization problems are usually solved via linear pr...

متن کامل

Bounds for binary codes relative to pseudo-distances of k points

We apply Schrijver’s semidefinite programming method to obtain improved upper bounds on generalized distances and list decoding radii of binary codes.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Review

دوره 49  شماره 

صفحات  -

تاریخ انتشار 2007