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The gamma-entropy is a convex function of matrices that is closely related to the Frobenius and spectral (maximum singular value) norms. It comes up in several applications such as central H-infinity ...
Entropy and Mutual Information for Markov Channels with General Inputs
Entropy Mutual Information Markov Channels General Inputs
2015/7/8
We study new formulas based on Lyapunov exponents for entropy, mutual information, and capacity of finite state discrete time Markov channels. We also develop a method for directly computing mutual in...
A Comparison of Cross-Entropy and Variance Minimization Strategies
variance minimization cross-entropy importance sampling rareevent simulation likelihood ratio degeneracy
2015/7/6
The variance minimization (VM) and cross-entropy (CE) methods are two versatile adaptive importance sampling procedures that have been successfully applied to a wide variety of difficult rare-event es...
Cross Entropy Method for Solving Generalized Orienteering Problem
Generalized Orienteering Problem Cross Entropy Combinatorial problem
2013/2/23
Optimization technique has been growing rapidly throughout the years. It is caused by the growing complexity of problems that require a relatively long time to solve using exact optimization approach....