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Reconstruction of Support of a Measure From Its Moments

In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure using level sets of polynomials. To solve this problem, a sequence of convex relaxations is provided, whose optimal solution is shown to converge to the support of measure of interest. Moreover, the provided approach is modified to improve the results for uniform measures. Numerical examples are presented to illustrate the performance of the proposed approach.

preprint2014arXivOpen access
Ashkan JasourConstantino Lagoa
math.OC
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Open access2 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Ashkan JasourConstantino Lagoa

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