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    Approximating integrals of multivariate exponentials: A moment approach
    14 years 15 days ago
    Approximating integrals of multivariate exponentials: A moment approach
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    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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