English

Maximum-entropy from the probability calculus: exchangeability, sufficiency

Data Analysis, Statistics and Probability 2017-06-27 v2 Probability Neurons and Cognition

Abstract

Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed, together with other questions: Prediction or retrodiction? How good is the maximum-entropy approximation? Is this a "derivation" of maximum-entropy?

Keywords

Cite

@article{arxiv.1706.02561,
  title  = {Maximum-entropy from the probability calculus: exchangeability, sufficiency},
  author = {P. G. L. Porta Mana},
  journal= {arXiv preprint arXiv:1706.02561},
  year   = {2017}
}

Comments

22 pages, 2.5 figures. V2: added references, discussion on relation with multinomial distribution, discussion on conditions of number of observations and possible outcomes