Bounding the support of a measure from its marginal moments
Résumé
Given all moments of the marginals of a measure on Rn, one provides (a) explicit bounds on its support and (b), a numerical scheme to compute the smallest box that contains the support. It consists of solving a hierarchy of generalized eigenvalue problems associated with some Hankel matrices.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...