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In information theory, the cross-entropy between two probability distributions and , over the same underlying set of events, measures the average number of bits needed to identify an event drawn from the set when the coding scheme used for the set is optimized for an estimated probability distribution , rather than the true distribution .
The cross-entropy (CE) method is a Monte Carlo method for importance sampling and optimization. It is applicable to both combinatorial and continuous problems, with either a static or noisy objective. The method approximates the optimal importance sampling estimator by repeating two phases: [1] Draw a sample from a probability distribution.
The entropy at the output for a given and fixed input symbol ((| =)) equals the binary entropy function, which leads to the third line and this can be further simplified. In the last line, only the first term H ( Y ) {\displaystyle H(Y)} depends on the input distribution p X ( x ) {\displaystyle p_{X}(x)} .
Intuitively, the entropy H X of a discrete random variable X is a measure of the amount of uncertainty associated with the value of X when only its distribution is known. The entropy of a source that emits a sequence of N symbols that are independent and identically distributed (iid) is N ⋅ H bits (per message of N symbols).
Entropy (thermodynamics) Cross entropy – is a measure of the average number of bits needed to identify an event from a set of possibilities between two probability distributions; Entropy (arrow of time) Entropy encoding – a coding scheme that assigns codes to symbols so as to match code lengths with the probabilities of the symbols. Entropy ...
The joint information is equal to the mutual information plus the sum of all the marginal information (negative of the marginal entropies) for each particle coordinate. Boltzmann's assumption amounts to ignoring the mutual information in the calculation of entropy, which yields the thermodynamic entropy (divided by the Boltzmann constant).
Various techniques used by source coding schemes try to achieve the limit of entropy of the source. C(x) ≥ H(x), where H(x) is entropy of source (bitrate), and C(x) is the bitrate after compression. In particular, no source coding scheme can be better than the entropy of the source.
Two of the most common entropy coding techniques are Huffman coding and arithmetic coding. [2] If the approximate entropy characteristics of a data stream are known in advance (especially for signal compression), a simpler static code may be useful. These static codes include universal codes (such as Elias gamma coding or Fibonacci coding) and ...