Maximum Entropy Sampling is popular PDF and ePub book, written by Marcia Fampa in 2022-11-30, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Maximum Entropy Sampling can be Read Online from any device for your convenience.
Maximum Entropy Sampling Book PDF Summary
This monograph presents a comprehensive treatment of the maximum-entropy sampling problem (MESP), which is a fascinating topic at the intersection of mathematical optimization and data science. The text situates MESP in information theory, as the algorithmic problem of calculating a sub-vector of pre-specificed size from a multivariate Gaussian random vector, so as to maximize Shannon's differential entropy. The text collects and expands on state-of-the-art algorithms for MESP, and addresses its application in the field of environmental monitoring. While MESP is a central optimization problem in the theory of statistical designs (particularly in the area of spatial monitoring), this book largely focuses on the unique challenges of its algorithmic side. From the perspective of mathematical-optimization methodology, MESP is rather unique (a 0/1 nonlinear program having a nonseparable objective function), and the algorithmic techniques employed are highly non-standard. In particular, successful techniques come from several disparate areas within the field of mathematical optimization; for example: convex optimization and duality, semidefinite programming, Lagrangian relaxation, dynamic programming, approximation algorithms, 0/1 optimization (e.g., branch-and-bound), extended formulation, and many aspects of matrix theory. The book is mainly aimed at graduate students and researchers in mathematical optimization and data analytics.
Detail Book of Maximum Entropy Sampling PDF
- Author : Marcia Fampa
- Release : 30 November 2022
- Publisher : Springer Nature
- ISBN : 9783031130786
- Genre : Mathematics
- Total Page : 206 pages
- Language : English
- PDF File Size : 18,5 Mb
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