The Augmented Factorizati
The Augmented Factorization Bound for Maximum-Entropy Sampling
The Augmented Factorization Bound for Maximum-Entropy Sampling
arXiv:2410.10078v1 Announce Type: cross
Abstract: 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 relaxation. By …
