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Maximum-Entropy Sampling : Algorithms and Application - 2022 ed.

By: (Author) Jon Lee , (Author) Marcia Fampa

Extended Catalogue

Ksh 19,800.00

Format: Hardback or Cased Book

ISBN-10: 3031130774

ISBN-13: 9783031130779

Edition: 2022 ed.

Series: Springer Series in Operations Research and Financial Engineering

Publisher: Springer International Publishing AG

Imprint: Springer International Publishing AG

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Oct 30th, 2022

Print length: 195 Pages

Product Classification: Operational research
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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.
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.

 


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