Revision as of 07:40, 25 March 2007 edit David Cooke (talk \| contribs) 49 edits m →Generic CE algorithm: fix formatting ← Previous edit		Revision as of 14:39, 29 April 2007 edit undo Mebden (talk \| contribs) Extended confirmed users 2,037 edits No edit summary Next edit →
Line 8: #Generate a random data sample (trajectories, vectors, etc.) according to a specified mechanism. #Update the parameters of the random mechanism based on the data to produce a "better" sample in the next iteration. This step involves minimizing the [[cross entropy\|''cross-entropy'']] or [[Kullback-Leibler divergence]]. ==Estimation via importance sampling==

Cross-entropy method: Difference between revisions