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The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…

Optimization and Control · Mathematics 2020-02-03 Zhongzhu Chen , Marcia Fampa , Amélie Lambert , Jon Lee

Based on a factorization of an input covariance matrix, we define a mild generalization of an upper bound of Nikolov (2015) and Li and Xie (2020) for the NP-Hard constrained maximum-entropy sampling problem (CMESP). We demonstrate that this…

Optimization and Control · Mathematics 2022-07-11 Zhongzhu Chen , Marcia Fampa , Jon Lee

The maximum-entropy sampling problem (MESP) aims to select the most informative principal submatrix of a prespecified size from a given covariance matrix. This paper proposes an augmented factorization bound for MESP based on concave…

Optimization and Control · Mathematics 2024-10-15 Yongchun Li

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

In this paper, we study the maximum entropy sampling problem (MESP) and its variants. MESP seeks to identify a small subset of variables that maximizes the determinant of a covariance submatrix, and is a fundamental model in optimal…

Optimization and Control · Mathematics 2026-04-14 Lingqing Shen , Fatma Kılınç-Karzan

The maximum-entropy remote sampling problem (MERSP) is to select a subset of s random variables from a set of n random variables, so as to maximize the information concerning a set of target random variables that are not directly…

Optimization and Control · Mathematics 2026-02-03 Gabriel Ponte , Marcia Fampa , Jon Lee

The NP-hard maximum-entropy sampling problem (MESP) seeks a maximum (log-)determinant principal submatrix, of a given order, from an input covariance matrix $C$. We give an efficient dynamic-programming algorithm for MESP when $C$ (or its…

Optimization and Control · Mathematics 2023-02-07 Hessa Al-Thani , Jon Lee

This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. MESP has been widely applied to many areas, including…

Machine Learning · Statistics 2023-05-02 Yongchun Li , Weijun Xie

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

A general framework for determining fundamental bounds in nanophotonics is introduced in this paper. The theory is based on convex optimization of dual problems constructed from operators generated by electromagnetic integral equations. The…

Optics · Physics 2021-06-23 M. Gustafsson , K. Schab , L. Jelinek , M. Capek

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

In this paper, we introduce the Maximum Matrix Contraction problem, where we aim to contract as much as possible a binary matrix in order to maximize its density. We study the complexity and the polynomial approximability of the problem.…

Computational Complexity · Computer Science 2023-06-05 Dimitri Watel , Pierre-Louis Poirion

Quantum many-body states that frequently appear in physics often obey an entropy scaling law, meaning that an entanglement entropy of a subsystem can be expressed as a sum of terms that scale linearly with its volume and area, plus a…

Quantum Physics · Physics 2021-05-26 Isaac H. Kim

Sampling from constrained distributions has a wide range of applications, including in Bayesian optimization and robotics. Prior work establishes convergence and feasibility guarantees for constrained sampling, but assumes that the feasible…

Machine Learning · Computer Science 2026-05-13 Cornelius V. Braun , Tilman Burghoff , Marc Toussaint

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

We revisit the classical problem of inverting dimension-reducing linear mappings using the maximum entropy (MaxEnt) criterion. In the literature, solutions are problem-dependent, inconsistent, and use different entropy measures. We propose…

Machine Learning · Computer Science 2024-07-22 Paul M Baggenstoss
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