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Estimations of Lower Bounds of A Probability Minimization Problem
Probability optimization problem Lower bound estimation Binary random variable Random normal vector.
2011/11/13
This article considers the problem of \min_{\xi}\vec{Pr}(\vert \xi^Tx\vert\leq \alpha)\quad s.t.\quad \Vert\xi\Vert_2=1. We first concentrate on the case that x_i,i=1,\cdots,n are binary random variab...