The cross-entropy (CE) method is a Monte Carlo method for importance sampling and optimization. It is applicable to both combinatorial and continuous...
7 KB (1,085 words) - 19:50, 23 April 2025
In information theory, the cross-entropy between two probability distributions p {\displaystyle p} and q {\displaystyle q} , over the same underlying...
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the Gibbsian method of statistical mechanics is sound by also arguing that the entropy of statistical mechanics and the information entropy of information...
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2021. Rubinstein, Reuven Y.; Kroese, Dirk P. (9 March 2013). The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation...
72 KB (10,220 words) - 13:03, 6 June 2025
Stochastic optimization (category Monte Carlo methods)
Battiti, G. Tecchiolli (1994), recently reviewed in the reference book cross-entropy method by Rubinstein and Kroese (2004) random search by Anatoly Zhigljavsky...
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In statistics and information theory, a maximum entropy probability distribution has entropy that is at least as great as that of all other members of...
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optimization, river formation dynamics (see swarm intelligence), and the cross entropy method. This starts with a sub-tour such as the convex hull and then inserts...
87 KB (11,633 words) - 21:17, 27 May 2025
Simulated annealing (category Optimization algorithms and methods)
The cross-entropy method (CE) generates candidate solutions via a parameterized probability distribution. The parameters are updated via cross-entropy minimization...
35 KB (4,641 words) - 11:29, 29 May 2025
estimation, Monte Carlo methods and rare-event simulation. He is, with Reuven Rubinstein, a pioneer of the Cross-Entropy (CE) method. Born in Wapenveld (municipality...
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Kullback–Leibler divergence (redirect from Kullback–Leibler entropy)
statistics, the Kullback–Leibler (KL) divergence (also called relative entropy and I-divergence), denoted D KL ( P ∥ Q ) {\displaystyle D_{\text{KL}}(P\parallel...
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Ant colony optimization algorithms (category Optimization algorithms and methods)
ACO-type algorithms are closely related to stochastic gradient descent, Cross-entropy method and estimation of distribution algorithm. They proposed an umbrella...
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breakthrough methods, such as the score-function method, the stochastic counterpart method, and the cross-entropy method, which have numerous applications in combinatorial...
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Mixture model (section Spectral method)
I.; Kroese, D.P. (2004). "Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models". Proceedings of the 2004...
57 KB (7,792 words) - 03:39, 19 April 2025
2001, "Updating and Estimating a Social Accounting Matrix Using Cross Entropy Methods", Economic Systems Research 13 (1), pp. 47–64. Stone, R. and Brown...
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Outline of machine learning (redirect from Machine learning method)
clustering Correspondence analysis Cortica Coupled pattern learner Cross-entropy method Cross-validation (statistics) Crossover (genetic algorithm) Cuckoo search...
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List of algorithms (category Optimization algorithms and methods)
algorithm Dancing Links: an efficient implementation of Algorithm X Cross-entropy method: a general Monte Carlo approach to combinatorial and continuous multi-extremal...
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α Cross-correlation Cross-covariance Cross-entropy method Cross-sectional data Cross-sectional regression Cross-sectional study Cross-spectrum Cross tabulation...
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conditional entropy conditional quantum entropy confusion and diffusion cross-entropy data compression entropic uncertainty (Hirchman uncertainty) entropy encoding...
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all principal axes. Estimation of distribution algorithms and the Cross-Entropy Method are based on very similar ideas, but estimate (non-incrementally)...
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(2012-10-12). "Solving the Multidimensional Assignment Problem by a Cross-Entropy method". Journal of Combinatorial Optimization. 27 (4): 808–823. doi:10...
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In physics, the Tsallis entropy is a generalization of the standard Boltzmann–Gibbs entropy. It is proportional to the expectation of the q-logarithm...
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computes averages of operators in many-body quantum mechanical problems Cross-entropy method — for multi-extremal optimization and importance sampling Also see...
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Ensemble learning (redirect from Ensemble Methods)
(2020). "Amended Cross Entropy Cost: Framework For Explicit Diversity Encouragement". arXiv:2007.08140 [cs.LG]. "1.11. Ensemble methods". Wolpert (1992)...
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y)\,} Despite similar notation, joint entropy should not be confused with cross-entropy. The conditional entropy or conditional uncertainty of X given...
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/dev/random (section Entropy injection)
implement the same methods for /dev/random and /dev/urandom. In older operating systems, /dev/random typically blocked if there was less entropy available than...
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Second law of thermodynamics (redirect from Law of Entropy)
principle," in G. J. Erickson and C. R. Smith (eds.)Maximum-Entropy and Bayesian Methods in Science and Engineering, Vol,.1: p. 267. Caratheodory, C....
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Dynamic light scattering (category Biochemistry methods)
less than 1:10−5. The Maximum entropy method is an analysis method that has great developmental potential. The method is also used for the quantification...
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convergence Dependency Structure Matrix Genetic Algorithm (DSMGA) CMA-ES Cross-entropy method Ant colony optimization algorithms Pelikan, Martin (2005-02-21),...
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Time series (category Mathematical and quantitative methods (economics))
Correlation entropy Approximate entropy Sample entropy Fourier entropy [uk] Wavelet entropy Dispersion entropy Fluctuation dispersion entropy Rényi entropy Higher-order...
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probabilistic method for pipe network analysis has recently been developed, based on the maximum entropy method of Jaynes. In this method, a continuous...
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