A mathematical framework for quantifying predictability through relative entropy

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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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