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.

arXiv commentTo be presented at MaxEnt 23

References in corpus (1)

• Maximum Entropy method with non-linear moment constraints: challenges

Cited by in corpus (1)

• Maximum Entropy method with non-linear moment constraints: challenges