A mathematical framework for quantifying predictability through relative entropy
From MaRDI portal
Publication:2565444
DOI10.4310/MAA.2002.v9.n3.a8zbMath1084.94010MaRDI QIDQ2565444
Andrew J. Majda, David Cai, Richard Kleeman
Publication date: 27 September 2005
Published in: Methods and Applications of Analysis (Search for Journal in Brave)
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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