Convex relaxation for the generalized maximum-entropy sampling problem

2024/04/01 by Ponte, Gabriel, Fampa, Marcia, Lee, Jon · 3 citations
#FOS: Mathematics #Optimization and Control (math.OC) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2404.01390

Abstract

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

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