The Generalized Cross Entropy Method, with Applications to Probability Density Estimation
By Zdravko I. Botev, Dirk P. Kroese. 2011
57 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/f553202f7afa887077348c95af4313de77806271
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In Control and Systems Engineering
In Statistics and Probability
Citations in the corpus
- Identifying and Correcting Label Bias in Machine Learning (2019, methodology): “…use the Lagrangian method to transform it into the following min-max problem: where J (ˆ y, λ 1 , . . . , λ K ) is define as Note that the KL-divergence may be written as an inner product: Therefore, we have In terms of ˆ y , this is a classic convex optimization problem (Botev and Kroese, 2011).”