Talk:Cross-entropy method

From Wikipedia, the free encyclopedia

WikiProject Mathematics
This article is within the scope of WikiProject Mathematics, which collaborates on articles related to mathematics.
Mathematics rating: Start Class Low Priority  Field: Probability and statistics


For the arg max on line 3 of the Generic CE algorithm pseudocode, what is u? Should the u instead be v?

That is, should  \mathop{\textrm{argmax}}_{\mathbf{v}} \frac{1}{N} \sum_{i=1}^N H(\mathbf{X}_i)\frac{f(\mathbf{X}_i;\mathbf{u})}{f(\mathbf{X}_i;\mathbf{v}^{(t-1)})} \log f(\mathbf{X}_i;\mathbf{v}) be changed to  \mathop{\textrm{argmax}}_{\mathbf{v}} \frac{1}{N} \sum_{i=1}^N H(\mathbf{X}_i)\frac{f(\mathbf{X}_i;\mathbf{v})}{f(\mathbf{X}_i;\mathbf{v}^{(t-1)})} \log f(\mathbf{X}_i;\mathbf{v})

--Tekhnofiend (talk) 14:54, 2 April 2008 (UTC)