A Tutorial on the Cross-Entropy Method
web.mit.edu › 6 › wwwSep 02, 2003 · Abstract The cross-entropy (CE) method is a new generic approach to combi- natorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method.
Cross entropy - Wikipedia
https://en.wikipedia.org/wiki/Cross_entropyIn information theory, the cross-entropy between two probability distributions and over the same underlying set of events measures the average number of bits needed to identify an event drawn from the set if a coding scheme used for the set is optimized for an estimated probability distribution , rather than the true distribution .