Maximum-entropy remote sampling

@article{Anstreicher2001MaximumentropyRS,
  title={Maximum-entropy remote sampling},
  author={Kurt M. Anstreicher and Marcia Fampa and Jon Lee and Joy Williams},
  journal={Discrete Applied Mathematics},
  year={2001},
  volume={108},
  pages={211-226}
}
We consider the “remote-sampling” problem of choosing a subset S, with |S|= s, from a set N of observable random variables, so as to obtain as much information as possible about a set T of target random variables which are not directly observable. Our criterion is that of minimizing the entropy of T conditioned on S. We con ne our attention to the case in which the random variables have a joint Gaussian distribution. We demonstrate that the problem is NP-complete. We provide two methods for… CONTINUE READING

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