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Entropy and Mutual Information for Markov Channels with General Inputs
Entropy Mutual Information Markov Channels General Inputs
2015/7/8
We study new formulas based on Lyapunov exponents for entropy, mutual information, and capacity of finite state discrete time Markov channels. We also develop a method for directly computing mutual in...
A Comparison of Cross-Entropy and Variance Minimization Strategies
variance minimization cross-entropy importance sampling rareevent simulation likelihood ratio degeneracy
2015/7/6
The variance minimization (VM) and cross-entropy (CE) methods are two versatile adaptive importance sampling procedures that have been successfully applied to a wide variety of difficult rare-event es...
