Maximum Probability and Maximum Entropy methods: Bayesian interpretation
Data Analysis, Statistics and Probability
2012-08-27 v2
Abstract
(Jaynes') Method of (Shannon-Kullback's) Relative Entropy Maximization (REM or MaxEnt) can be - at least in the discrete case - according to the Maximum Probability Theorem (MPT) viewed as an asymptotic instance of the Maximum Probability method (MaxProb). A simple bayesian interpretation of MaxProb is given here. MPT carries the interpretation over into REM.
Cite
@article{arxiv.physics/0308005,
title = {Maximum Probability and Maximum Entropy methods: Bayesian interpretation},
author = {M. Grendar, and M. Grendar},
journal= {arXiv preprint arXiv:physics/0308005},
year = {2012}
}
Comments
To be presented at MaxEnt 23