𝔖 Bobbio Scriptorium
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A Unified Approach to the Approximation of Multivariate Densities

✍ Scribed by Tõnu Kollo; Dietrich Von Rosen


Book ID
108536259
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
364 KB
Volume
25
Category
Article
ISSN
0303-6898

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📜 SIMILAR VOLUMES


Approximating integrals of multivariate
✍ Dimitris Bertsimas; Xuan Vinh Doan; Jean Lasserre 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 168 KB

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 of the integrals when the moment degree increases. We report computational results for integrals involving the normal di