Cross-entropy measure of uncertain variables

Authors:
Xiaowei Chen;Samarjit Kar;Dan A. Ralescu
Affiliations:
Department of Risk Management and Insurance, Nankai University, Tianjin 30071, China;Department of Mathematics, National Institute of Technology, Durgapur 713209, India;Department of Mathematical Sciences, University of Cincinnati, Cincinnati, OH 45221-0025, USA
Venue:
Information Sciences: an International Journal
Year:
2012

Citing 13
Cited 6

Fuzzy entropy and conditioning

Information Sciences: an International Journal
Some new information measures for fuzzy sets

Information Sciences: an International Journal
Induction of multiple fuzzy decision trees based on rough set technique

Information Sciences: an International Journal
A note on information entropy measures for vague sets and its applications

Information Sciences: an International Journal
Portfolio selection based on fuzzy cross-entropy

Journal of Computational and Applied Mathematics
Improving generalization of fuzzy IF-THEN rules by maximizing fuzzy entropy

IEEE Transactions on Fuzzy Systems
Cross-fuzzy entropy: A new method to test pattern synchrony of bivariate time series

Information Sciences: an International Journal
Optimal fuzzy control system using the cross-entropy method. A case study of a drilling process

Information Sciences: an International Journal
Fuzzy decision tree based on fuzzy-rough technique

Soft Computing - A Fusion of Foundations, Methodologies and Applications - Special issue on Recent advances on machine learning and Cybernetics
Entropy of Credibility Distributions for Fuzzy Variables

IEEE Transactions on Fuzzy Systems
Measuring fuzzy uncertainty

IEEE Transactions on Fuzzy Systems
Maximum Ambiguity-Based Sample Selection in Fuzzy Decision Tree Induction

IEEE Transactions on Knowledge and Data Engineering
Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty

Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty

A risk index model for multi-period uncertain portfolio selection

Information Sciences: an International Journal
Local Shannon entropy measure with statistical tests for image randomness

Information Sciences: an International Journal
Quadratic entropy of uncertain sets

Fuzzy Optimization and Decision Making
The (σ,S) policy for uncertain multi-product newsboy problem

Expert Systems with Applications: An International Journal
The maximum flow problem of uncertain network

Information Sciences: an International Journal
A numerical method for solving uncertain differential equations

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Quantified Score

Hi-index	0.07

Visualization

Abstract

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.