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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

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 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

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 constrained generalized maximum-entropy sampling problem (CGMESP) is to select an order-s principal submatrix from an order-n covariance matrix, subject to some linear side constraints, so as to maximize the product of its t greatest…

Optimization and Control · Mathematics 2026-05-06 Gabriel Ponte , Kurt Anstreicher , Marcia Fampa , Jon Lee

The generalized maximum-entropy sampling problem (GMESP) is to select an order-$s$ principal submatrix from an order-$n$ covariance matrix, to maximize the product of its $t$ greatest eigenvalues, $0<t\leq s <n$. Introduced more than 25…

Statistics Theory · Mathematics 2026-02-05 Gabriel Ponte , Marcia Fampa , Jon Lee

The maximum-entropy sampling problem is the NP-hard problem of maximizing the (log) determinant of an order-$s$ principle submatrix of a given order $n$ covariance matrix $C$. Exact algorithms are based on a branch-and-bound framework. The…

Optimization and Control · Mathematics 2021-06-08 Zhongzhu Chen , Marcia Fampa , Jon Lee

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

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

We introduce a novel Entropy-driven Monte Carlo (EdMC) strategy to efficiently sample solutions of random Constraint Satisfaction Problems (CSPs). First, we extend a recent result that, using a large-deviation analysis, shows that the…

Disordered Systems and Neural Networks · Physics 2016-02-26 Carlo Baldassi , Alessandro Ingrosso , Carlo Lucibello , Luca Saglietti , Riccardo Zecchina

Compressed sensing applied to magnetic resonance imaging (MRI) allows to reduce the scanning time by enabling images to be reconstructed from highly undersampled data. In this paper, we tackle the problem of designing a sampling mask for an…

Image and Video Processing · Electrical Eng. & Systems 2020-03-17 Thomas Sanchez , Baran Gözcü , Ruud B. van Heeswijk , Armin Eftekhari , Efe Ilıcak , Tolga Çukur , Volkan Cevher

The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…

Methodology · Statistics 2019-10-01 Kabir Opeyemi Olorede , Waheed Babatunde Yahya

Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…

Computer Vision and Pattern Recognition · Computer Science 2023-06-05 Agostina Larrazabal , Cesar Martinez , Jose Dolz , Enzo Ferrante

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimization. The CE method is used as a Search step by the MADS algorithm. The result of…

Optimization and Control · Mathematics 2023-08-15 Charles Audet , Romain Couderc , Jean Bigeon

Recent masked diffusion models (MDMs) have shown competitive performance compared to autoregressive models (ARMs) for language modeling. While most literature has focused on performance enhancing sampling procedures, efficient sampling from…

Machine Learning · Computer Science 2025-06-02 Heli Ben-Hamu , Itai Gat , Daniel Severo , Niklas Nolte , Brian Karrer

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…

Machine Learning · Statistics 2018-08-06 Zi Wang , Stefanie Jegelka

A mainstream type of current self-supervised learning methods pursues a general-purpose representation that can be well transferred to downstream tasks, typically by optimizing on a given pretext task such as instance discrimination. In…

Computer Vision and Pattern Recognition · Computer Science 2022-10-21 Xin Liu , Zhongdao Wang , Yali Li , Shengjin Wang

Sampling-based model predictive control (MPC) offers strong performance in nonlinear and contact-rich robotic tasks, yet often suffers from poor exploration due to locally greedy sampling schemes. We propose \emph{Model Tensor Planning}…

Robotics · Computer Science 2025-08-05 An T. Le , Khai Nguyen , Minh Nhat Vu , João Carvalho , Jan Peters

Discrete and mixed-variable optimization problems have appeared in several real-world applications. Most of the research on mixed-variable optimization considers a mixture of integer and continuous variables, and several integer handlings…

Optimization and Control · Mathematics 2024-08-26 Kento Uchida , Ryoki Hamano , Masahiro Nomura , Shota Saito , Shinichi Shirakawa

We present the Cell-based Maximum Entropy (CME) approximants in E3 space by constructing the smooth approximation distance function to polyhedral surfaces. CME is a meshfree approximation method combining the properties of the Maximum…

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