Information theory provides a way to measure the "size" of probability distributions, which has applications wherever we are interested in quantifying our uncer

Information theory provides a way to measure the "size" of probability distributions, which has applications wherever we are interested in quantifying our uncertainties. For example, it can be used to target observations for reducing forecast uncertainties, such as in [0], or [1]. [0] https://www.sciencedirect.com/science/article/abs/pii/0167715284900208 https://www.sciencedirect.com/science/article/abs/pii/016771... [1] https://www.jmlr.org/papers/volume9/krause08a/krause08a.pdf https://www.jmlr.org/papers/volume9/krause08a/krause08a.pdf