Maximum Probability and Maximum Entropy methods: Bayesian interpretation
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.
- Publication:
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arXiv e-prints
- Pub Date:
- August 2003
- DOI:
- 10.48550/arXiv.physics/0308005
- arXiv:
- arXiv:physics/0308005
- Bibcode:
- 2003physics...8005G
- Keywords:
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- Physics - Data Analysis;
- Statistics and Probability
- E-Print:
- To be presented at MaxEnt 23