Entropy and Cross Entropy: Characterizations and Applications
C. R. Rao ()
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C. R. Rao: University of Hyderabad campus, Advanced Institute of Mathematics, Statistics, and Computer Science
A chapter in The Legacy of Alladi Ramakrishnan in the Mathematical Sciences, 2010, pp 359-367 from Springer
Abstract:
Summary The paper provides an axiomatic setup for an entropy function as a measure of diversity. A general definition of cross entropy is given and its use in solving a variety of stochastic and nonstochastic optimization problems is mentioned. A method of deriving a cross entropy function associated with a given entropy function is given.
Keywords: Cross entropy; Diversity; Decomposition of diversity; Kullback–Leibler divergence; Maximum entropy principle; Shannon entropy (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4419-6263-8_22
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DOI: 10.1007/978-1-4419-6263-8_22
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