New book authored by Professor Marcia Fampa (PESC), and Prof. Jon Lee (Univ. of Michigan) is published by Springer
Prof. Marcia Fampa (PESC) together with Prof. Jon Lee (Univ. of Michigan) has another book published by Springer.
The book entitled "Maximum-Entropy Sampling: Algorithms and Application", addresses 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 problem of calculating a sub-vector of pre-specified size from a multivariate Gaussian random vector, so as to maximize Shannon differential entropy. The text presents state-of-the-art algorithms for MESP and addresses its application in the field of environmental monitoring. From the point of view of mathematical optimization methodology, MESP is rather unique (a non-linear 0/1 program with a non-separable objective function) and the algorithmic techniques employed are highly non-standard. In particular, successful techniques come from several areas in the field of mathematical optimization; for example: convex optimization and duality, semidefinite programming, Lagrangian relaxation, dynamic programming, approximation algorithms, implicit enumeration algorithms for 0/1 optimization, and many aspects of matrix theory. The book is mainly aimed at graduate students and researchers in mathematical optimization and data analysis.
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