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ORL
2008
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ORL 2008
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Approximating integrals of multivariate exponentials: A moment approach
15 years 2 months ago
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web.mit.edu
We propose a method to calculate lower and upper bounds of some exponential multivariate integrals using moment relaxations and show that they asymptotically converge to the value...
Dimitris Bertsimas, Xuan Vinh Doan, Jean B. Lasser...
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