COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > CUED Control Group Seminars > Generalized Gauss and Expectation Inequalities via Semidefinite Programming

## Generalized Gauss and Expectation Inequalities via Semidefinite ProgrammingAdd to your list(s) Download to your calendar using vCal - Paul Goulart, University of Oxford
- Thursday 02 April 2015, 14:00-15:00
- Cambridge University Engineering Department, LR6.
If you have a question about this talk, please contact Tim Hughes. This talk will describe methods for computing sharp upper bounds on the probability of a random vector falling outside of a convex set, or on the expected value of a convex loss function, for situations in which limited information is available about the probability distribution. Such bounds are of interest across many application areas in control theory, mathematical finance, machine learning and signal processing. If only the first two moments of the distribution are available, then Chebyshev-like worst-case bounds can be computed via solution of a single semidefinite program. However, the results can be very conservative since they are typically achieved by a discrete worst-case distribution. The talk will show that considerable improvement is possible if the probability distribution can be assumed unimodal, in which case less pessimistic Gauss-like bounds can be computed instead. Additionally, both the Chebyshev- and Gauss-like bounds for such problems can be derived as special cases of a bound based on a generalised definition of unmodality. This talk is part of the CUED Control Group Seminars series. ## This talk is included in these lists:- Cambridge University Engineering Department, LR6
- All Talks (aka the CURE list)
- CUED Control Group Seminars
- Cambridge Big Data
- Cambridge University Engineering Department Talks
- Centre for Smart Infrastructure & Construction
- Featured lists
- Information Engineering Division seminar list
- School of Technology
- Signal Processing and Communications Lab Seminars
- ndk22's list
- rp587
Note that ex-directory lists are not shown. |
## Other listsMiseq Seminar Gates Distinguished Lecture Series Mordell Lectures## Other talksMicrotubule Modulation of Myocyte Mechanics Imaging Clinic Panel Discussion – Future of Games in Pakistani Industry and Higher Education Designing with defects in metal-organic frameworks The thermal history of the Intergalactic Medium Fumarate hydratase and renal cancer: oncometabolites and beyond |