Cross-entropy measure of uncertain variables

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• 作者：Xiaowei Chen^a ; ^{chenxw07@mails.tsinghua.edu.cn} ; Samarjit Kar^b ; ^{kar_s_k@yahoo.com} ; Dan A. Ralescu^c ; ^{ralescd@ucmail.uc.edu}
• 关键词：Uncertain variable ; Cross-entropy ; Minimum cross-entropy principle
• 刊名：Information Sciences
• 出版年：2012
• 期刊代码：62_00200255
• 类别：cp
• 出版时间：15 October, 2012
• 卷：201
• 期：Complete
• 页码：53-60
• 文件大小：212 K

摘要

ross-entropy is a measure of the difference between two distribution functions. In order to deal with the divergence of uncertain variables via uncertainty distributions, this paper aims at introducing the concept of cross-entropy for uncertain variables based on uncertain theory, as well as investigating some mathematical properties of this concept. Several practical examples are also provided to calculate uncertain cross-entropy. Furthermore, the minimum cross-entropy principle is proposed in this paper. Finally, a study of generalized cross-entropy for uncertain variables is carried out.