Entropy and cross entropy: Characterizations and applications

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Abstract

The paper provides an axiomatic setup for an entropy function as a measure of diversity. A general definition of cross entropy is given and its use in solving a variety of stochastic and nonstochastic optimization problems is mentioned. A method of deriving a cross entropy function associated with a given entropy function is given. © 2010 Springer Science+Business Media, LLC.

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Rao, C. R. (2010). Entropy and cross entropy: Characterizations and applications. In The Legacy of Alladi Ramakrishnan in the Mathematical Sciences (pp. 359–367). Springer New York. https://doi.org/10.1007/978-1-4419-6263-8_22

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