Entropy Method

The Cross-Entropy Method

This report is a summary of the theory underlying the Cross-Entropy (CE) method, as discussed in the tutorial by de Boer, Kroese, Mannor and Rubinstein [1]. For a more thorough discussion of the method and its applications, please refer to the original tutorial and the references cited in the tutorial. The CE method, pioneered by Rubinstein in 1997 as an adaptive algorithm for estimating probab...

Cross-Entropy Method

The cross-entropy method is a recent versatile Monte Carlo technique. This article provides a brief introduction to the cross-entropy method and discusses how it can be used for rare-event probability estimation and for solving combinatorial, continuous, constrained and noisy optimization problems. A comprehensive list of references on cross-entropy methods and applications is included.

Entropy-Preserving Transformation Method

Maximum Entropy Method for Composition Vector Method

Entropy method for line-energies

In this paper we analyze energy functionals concentrated on the discontinuity lines of unitlength, divergence-free 2D vector fields. The motivation comes from thin-film micromagnetics where these functionals correspond to mesoscopic wall-energies. A natural issue consists in characterizing the line-energy densities for which the functionals are lower semicontinuous for a relevant topology. In f...