For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Mari Royer, Victor Nistor, Alexei Novikov.

Title: | Weighted entropy |

Seminar: | Probability and Financial Mathematics Seminar |

Speaker: | Yuri Suhov, Penn State/University of Cambridge, UK |

Abstract: |

The entropy $h(X)=-\sum_ip_i\log\,p_i$ measures an expected amount of information/uncertainty related to a random variable $X$ taking values $i$ with probabilities $p_i$. The weighted entropy, $h^{\rm w}_\phi(X)$, is defined as $-\sum_i\phi (i)p_i\log\,p_i$ where $\phi (i)\geq 0$ is a weight function representing `utilities' of different values $i$ which we want to take into account. As in the case of a standard entropy, one can introduce conditional and relative weighted entropies; weighted differential entropies can also be defined. In this talk, I will discuss a recent progress in studying weighted entropies and their possible use in various areas. |

### Room Reservation Information

Room Number: | MB106 |

Date: | 09 / 05 / 2014 |

Time: | 03:35pm - 04:35pm |