A mathematical framework for quantifying predictability through relative entropy

DOI10.4310/MAA.2002.v9.n3.a8zbMath1084.94010OpenAlexW2033585740MaRDI 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

Inference from stochastic processes and prediction (62M20) Measures of information, entropy (94A17) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10) General questions in geophysics (86A04)

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