Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

0/5 ( ratings)

This monograph presents a comprehensive treatment of the maximum-entropy sampling problem , 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 , this book largely focuses on the unique challenges of its algorithmic side. From the perspective of mathematical-optimization methodology, MESP is rather unique , 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 convex optimization and duality, semidefinite programming, Lagrangian relaxation, dynamic programming, approximation algorithms, 0/1 optimization , extended formulation, and many aspects of matrix theory. The book is mainly aimed at graduate students and researchers in mathematical optimization and data analytics.

Language: English

Pages: 216

Format: Paperback

Release: October 31, 2023

ISBN 13: 9783031130809

Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

Jon Lee

0/5 ( ratings)

Read Download

Language: English

Pages: 216

Format: Paperback

Release: October 31, 2023

ISBN 13: 9783031130809

More books from Jon Lee

THE BEARD GROWTH BIBLE: How to Grow a Beard Regardless of Your Genetics

Subscribe to Read | $0.00

Popular Genres

Subscribe to Read | $0.00

Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

More books from Jon Lee

THE BEARD GROWTH BIBLE: How to Grow a Beard Regardless of Your Genetics

A First Course in Combinatorial Optimization

The Beard Growth Bible: How to Grow a Beard Regardless of Your Genetics

Making Impossible Possible: How to Find and Create Your Dream Job

Integer Programming and Combinatorial Optimization: 17th International Conference, Ipco 2014, Bonn, Germany, June 23-25, 2014, Proceedings

The IMA Volumes in Mathematics and its Applications

7

Dead In the Water: Parts 1-6

EASY KOREAN READING: LEVEL 2 - BOOK 2

EASY KOREAN READING: LEVEL 3 - BOOK 2

EASY KOREAN READING: LEVEL 3 - BOOK 1

EASY KOREAN READING: LEVEL 4 - BOOK 2

EASY KOREAN READING: LEVEL 1 - BOOK 1

Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

Maximum-Entropy Sampling: Algorithms and Application (Springer Series in Operations Research and Financial Engineering)

Combinatorial Optimization: 5th International Symposium, Isco 2018, Marrakesh, Morocco, April 11-13, 2018, Revised Selected Papers

Trends in Optimization: American Mathematical Society Short Course, January 5-6, 2004, Phoenix, Arizona

Mixed Integer Nonlinear Programming