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StreamingSampling

StreamingSampling is a Julia-based proof-of-concept implementation of a streamed variant of maximum-entropy sampling (UPmaxentropy). It is designed to process large datasets stored on disk with minimal impact on RAM. The method first computes first-order inclusion probabilities using a DPP-based heuristic, and then feeds these probabilities into the classical UPmaxentropy algorithm to produce diverse samples.

References

  1. UPmaxentropy — Original maximum-entropy sampling method (Link)
  2. DPPs for diversity sampling — general background on determinantal point processes (Link)

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Streaming Maximum Entropy Sampling

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