Počet záznamů: 1
Cross-entropy based combination of discrete probability distributions for distributed decision making
- 1.0452795 - ÚTIA 2016 CZ eng D - Dizertace
Sečkárová, Vladimíra
Cross-entropy based combination of discrete probability distributions for distributed decision making.
Ústav teorie informace a automatizace AV ČR. Obhájeno: Katedra pravděpodobnosti a matematické statistiky MFF UK. 14.09.2015. - Praha: MFF UK, 2015. 80 s.
Grant CEP: GA ČR GA13-13502S
Institucionální podpora: RVO:67985556
Klíčová slova: distributed decision making * minimum cross-entropy principle * Kullback-Leibler divergence
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
http://library.utia.cas.cz/separaty/2016/AS/seckarova-0452795.pdf
In this work we propose a systematic way to combine discrete probability distributions based on decision making theory and theory of information, namely the cross-entropy (also known as the Kullback-Leibler (KL) divergence). The optimal combination is a probability mass function minimizing the conditional expected KL-divergence.
Trvalý link: http://hdl.handle.net/11104/0257075
Počet záznamů: 1