A mathematical framework for quantifying predictability through relative entropy

DOI10.4310/MAA.2002.v9.n3.a8zbMath1084.94010MaRDI QIDQ2565444

David Cai, Andrew J. Majda, Richard Kleeman

Publication date: 27 September 2005

Published in: Methods and Applications of Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/maa.2002.v9.n3.a8

zbMATH Keywords

mutual information

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

94A17: Measures of information, entropy

94A15: Information theory (general)

62B10: Statistical aspects of information-theoretic topics

86A04: General questions in geophysics

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