Generalized Maximum Entropy Methods as Limits of the Average Spectrum Method

We show that in the continuum limit, the average spectrum method (ASM) is equivalent to maximizing R\'enyi entropies of order $\eta$, of which Shannon entropy is the special case $\eta=1$. The order of R\'enyi entropy is determined by the way the spectra are sampled. Our derivation also suggests a modification of R\'enyi entropy, giving it a non-trivial $\eta\to0$ limit. We show that the sharper peaks generally obtained in ASM are associated with entropies of order $\eta<1$. Our work provides a generalization of the maximum entropy method that enables extracting more structure than the traditional method.