The Polya Urn: Limit Theorems, Polya Divergence, Maximum Entropy and Maximum Probability
Statistical Mechanics
2007-05-23 v1
Abstract
Sanov's Theorem and the Conditional Limit Theorem (CoLT) are established for a multicolor Polya Eggenberger urn sampling scheme, giving the Polya divergence and the Polya extension to the Maximum Relative Entropy (MaxEnt) method. Polya MaxEnt includes the standard MaxEnt as a special case. The universality of standard MaxEnt - advocated by an axiomatic approach to inference for inverse problems - is challenged, in favor of a probabilistic approach based on CoLT and the Maximum Probability principle.
Cite
@article{arxiv.cond-mat/0612697,
title = {The Polya Urn: Limit Theorems, Polya Divergence, Maximum Entropy and Maximum Probability},
author = {Marian Grendar and Robert K. Niven},
journal= {arXiv preprint arXiv:cond-mat/0612697},
year = {2007}
}
Comments
5 pages