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Results tagged with maximum-entropy
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user 94799
maximum entropy or maxent is a statistical principle derived from information theory. Distributions maximizing entropy (under some constraints) are thought to be "maximally uninformative" given the constraints. Maximum entropy can be used for multiple purposes, like choice of prior, choice of sampling model, or design of experiments.
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Why is formalism of max entropy principle for continuous case different from discrete case?
In discrete case (Chapter 11 of Jaynes' Probability Theory: The Logic of Science), max entropy principle states that we need to encode our ignorance prior by doing a constrained optimization problem, …
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