Excess Entropy
An information-theoretic measure of the contribution of a stochastic process's history to future prediction. It reflects the reduction in uncertainty about the future that is contained in past observations and is expressed in bits.
Timeline (last 90 days)
MPE is formulated in terms of conditional probabilities and prediction accuracy, complementing classical information-theoretic approaches such as mutual information and excess entropy.
Excess entropy is defined as the mutual information between the past and the future, measuring in bits the amount of information in the past that is useful for predicting the future.
All Facts (2)
MPE is formulated in terms of conditional probabilities and prediction accuracy, complementing classical information-theoretic approaches such as mutual information and excess entropy.
50%UnverifiedExcess entropy is defined as the mutual information between the past and the future, measuring in bits the amount of information in the past that is useful for predicting the future.
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