Maximum entropy sampling and general. Equivalence theory
被引:0
|
作者:
Wynn, HP
论文数: 0引用数: 0
h-index: 0
机构:
Univ London London Sch Econ & Polit Sci, London WC2A 2AE, EnglandUniv London London Sch Econ & Polit Sci, London WC2A 2AE, England
Wynn, HP
[1
]
机构:
[1] Univ London London Sch Econ & Polit Sci, London WC2A 2AE, England
来源:
MODA 7 - ADVANCES IN MODEL-ORIENTED DESIGN AND ANALYSIS, PROCEEDINGS
|
2004年
关键词:
entropy;
maximum entropy;
D-optimality;
general equivalence theory;
D O I:
暂无
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
The relationship between maximum entropy sampling (MES) and the General Equivalence Theory of Kiefer and Wolfowitz is discussed. In MES a subsample with maximum entropy is selected from a population to minimise the expected posterior entropy for the unsampled units. Taking limits of MES as the prior variation on a regression parameter tends to infinity leads to constiained Doptimality. The general case benefits from a spectral resolution of the covariance function.