cross entropy
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Cross entropy — In information theory, the cross entropy between two probability distributions measures the average number of bits needed to identify an event from a set of possibilities, if a coding scheme is used based on a given probability distribution q,… … Wikipedia
Cross-entropy method — The cross entropy (CE) method attributed to Reuven Rubinstein is a general Monte Carlo approach to combinatorial and continuous multi extremal optimization and importance sampling. The method originated from the field of rare event simulation,… … Wikipedia
Entropy (information theory) — In information theory, entropy is a measure of the uncertainty associated with a random variable. The term by itself in this context usually refers to the Shannon entropy, which quantifies, in the sense of an expected value, the information… … Wikipedia
The Way of Cross and Dragon — is a science fiction short story by George R. R. Martin. It involves a far future priest of the One True Interstellar Catholic Church of Earth and the Thousand Worlds (with similarities to the Roman Catholic hierarchy) investigating a sect that… … Wikipedia
Kullback–Leibler divergence — In probability theory and information theory, the Kullback–Leibler divergence[1][2][3] (also information divergence, information gain, relative entropy, or KLIC) is a non symmetric measure of the difference between two probability distributions P … Wikipedia
Méthode de l'entropie croisée — Traduction à relire Cross entropy method → … Wikipédia en Français
List of mathematics articles (C) — NOTOC C C closed subgroup C minimal theory C normal subgroup C number C semiring C space C symmetry C* algebra C0 semigroup CA group Cabal (set theory) Cabibbo Kobayashi Maskawa matrix Cabinet projection Cable knot Cabri Geometry Cabtaxi number… … Wikipedia
Perplexity — is a measurement in information theory. It is defined as 2 raised to the power of entropy, or more often as 2 raised to the power of cross entropy. The latter definition is commonly used to compare probability models empirically. Perplexity of a… … Wikipedia
Information theory — Not to be confused with Information science. Information theory is a branch of applied mathematics and electrical engineering involving the quantification of information. Information theory was developed by Claude E. Shannon to find fundamental… … Wikipedia
Quantities of information — A simple information diagram illustrating the relationships among some of Shannon s basic quantities of information. The mathematical theory of information is based on probability theory and statistics, and measures information with several… … Wikipedia
Prior probability — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood … Wikipedia