Updating Probabilities
数据分析、统计与概率
2009-11-13 v1 统计力学
信息论
math.IT
摘要
We show that Skilling's method of induction leads to a unique general theory of inductive inference, the method of Maximum relative Entropy (ME). The main tool for updating probabilities is the logarithmic relative entropy; other entropies such as those of Renyi or Tsallis are ruled out. We also show that Bayes updating is a special case of ME updating and thus, that the two are completely compatible.
引用
@article{arxiv.physics/0608185,
title = {Updating Probabilities},
author = {Ariel Caticha and Adom Giffin},
journal= {arXiv preprint arXiv:physics/0608185},
year = {2009}
}
备注
Presented at MaxEnt 2006, the 26th International Workshop on Bayesian Inference and Maximum Entropy Methods (July 8-13, 2006, Paris, France)