1995
DOI: 10.1287/opre.43.4.684
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An Exact Algorithm for Maximum Entropy Sampling

Abstract: We study the experimental design problem of selecting a most informative subset, having prespecified size, from a set of correlated random variables. The problem arises in many applied domains, such as meteorology, environmental statistics, and statistical geology. In these applications, observations can be collected at different locations, and possibly, at different times. Information is measured by “entropy.” In the Gaussian case, the problem is recast as that of maximizing the determinant of the covariance … Show more

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Cited by 273 publications
(211 citation statements)
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“…As shown by Ko et al [13] the problem of sensors network optimization is NPhard. To solve such problems the Simulated Annealing (SA) algorithm is efficient.…”
Section: Choice Of the Algorithmmentioning
confidence: 99%
“…As shown by Ko et al [13] the problem of sensors network optimization is NPhard. To solve such problems the Simulated Annealing (SA) algorithm is efficient.…”
Section: Choice Of the Algorithmmentioning
confidence: 99%
“…These works concentrate on the advancement of data, regularly characterized as either joint entropy or data pick up (delta entropy). It is regular practice to utilize the covetous (nearsighted) arrangement towards this determination issue [40], [38], [39], with ensured execution limits, because of the handling complexities of discovering the ideal arrangement [28], [29], [30]. SmartContext expands upon the insatiable arrangement of Krause and Guestrin [40], however is adjusted to utilizing estimation precision rather than data pick up.…”
Section: Literature Surveymentioning
confidence: 99%
“…Algorithms for determining the best sensor placements for measuring a scalar field modeled by a GP have used entropy [15], mutual information [6], and variance reduction [16]. Mutual information is commonly used because it is submodular [6] [16], but we will instead use the average reduction in variance…”
Section: Sensor Placementmentioning
confidence: 99%