Cross-entropy measure of uncertain variables

DOI10.1016/j.ins.2012.02.049zbMath1248.94039MaRDI QIDQ712700

Samarjit Kar, Xiaowei Chen, Dan A. Ralescu

Publication date: 17 October 2012

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2012.02.049

zbMATH Keywords

cross-entropy; uncertain variable; minimum cross-entropy principle

Mathematics Subject Classification ID

94A17: Measures of information, entropy

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Portfolio selection models based on Cross-entropy of uncertain variables, Entropy operator for membership function of uncertain set, A risk index model for multi-period uncertain portfolio selection, Reduction methods of type-2 uncertain variables and their applications to solid transportation problem, Triangular entropy of uncertain variables with application to portfolio selection, A formula to calculate the variance of uncertain variable, Partial divergence measure of uncertain random variables and its application, The maximum flow problem of uncertain network, Generalized cross entropy method for estimating joint distribution from incomplete information, Some results of moments of uncertain variable through inverse uncertainty distribution, A new definition of cross-entropy for uncertain variables, An information-theoretic approach to hierarchical clustering of uncertain data, A new uncertain insurance model with variational lower limit, Quadratic entropy of uncertain sets

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