Maximum entropy sampling and general. Equivalence theory

被引:0
|
作者
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.
引用
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页码:211 / 218
页数:8
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