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Erschienen in:
2003 | OriginalPaper | Buchkapitel
Geometric Ideas in Minimum Cross-Entropy
verfasst von : L. Lore Campbell
Erschienen in: Entropy Measures, Maximum Entropy Principle and Emerging Applications
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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This article reviews three geometric approaches to the understanding of the minimum cross-entropy method for estimating a probability distribution. The first approach is to regard the method as a projection based on an analogue of Pythagoras’ Theorem. The second is to regard the set of probability distributions as a differentiable manifold and to introduce a Riemannian geometry on this manifold. The third uses the idea of Hausdorff dimension to support the use of the method.