A method for updating that justifies minimum cross entropy
نویسندگان
چکیده
منابع مشابه
The Minimum Cross Entropy Method For Rare Event Simulations
This paper describes a new idea of finding the importance sampling density in rare events simulations: the MinxEnt method (shorthand for minimum cross-entropy). Some preliminary results show that the method might be very promising. 1 The minxent program Assume • X = (X1, . . . ,Xn) is a random vector (with values denoted by x); • h is the joint density function of X; • Sj(·) (j = 1, . . . , k) ...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 1992
ISSN: 0888-613X
DOI: 10.1016/0888-613x(92)90022-r