Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.


Moment matrices and real root finding


Ph. Rostalski

MSRI Workshop on Algebraic Statistics, Berkeley, USA

The problem of determining the existence of a Borel measure, such that a given multi-sequence of real numbers agrees with its first few moments is known as the truncated moment problem. The main tool to analyze this question is the so called moment matrix, a positive semi-definite matrix with quasi-Hankel structure, whose entries consist of the given moments. We will analyze the algebraic structure of this matrix and show, how it can be turned into an algorithm for computing all real roots, or even all roots in a given semi-algebraic subset. The relation to certain global optimization relaxations based on sum-of-squares and moment matrices is also discussed and we will introduce a new and more efficient stopping criterion. This talk is based on the joined work with Monique Laurent (CWI) and Jean Lasserre (LAAS-CNRS).


Type of Publication:


M. Morari

No Files for download available.
% No recipe for automatically generating a BibTex entry for (06)Talk
Permanent link