Maximum Probability and Maximum Entropy methods: Bayesian interpretation

نویسنده

  • M. Grendar
چکیده

(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.

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تاریخ انتشار 2003