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Maximum Entropy: Clearing up Mysteries
Institute of Measurement Science, Slovak Academy of Sciences, Dúbravska cestá 9, 842 19 Bratislava, Slovakia
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Received: 29 November 2000; Accepted: 31 March 2001 / Published: 8 April 2001
Abstract: There are several mystifications and a couple of mysteries pertinent to MaxEnt. The mystifications, pitfalls and traps are set up mainly by an unfortunate formulation of Jaynes' die problem, the cause célèbre of MaxEnt. After discussing the mystifications a new formulation of the problem is proposed. Then we turn to the mysteries. An answer to the recurring question 'Just what are we accomplishing when we maximize entropy?' , based on MaxProb rationale of MaxEnt , is recalled. A brief view on the other mystery: 'What is the relation between MaxEnt and the Bayesian method?' , in light of the MaxProb rationale of MaxEnt suggests that there is not and cannot be a conflict between MaxEnt and Bayes Theorem.
Keywords: maximum entropy; maximum probability; Jaynes' die problem; maximum likelihood; minimax entropy
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Grendár, M., Jr.; Grendár, M. Maximum Entropy: Clearing up Mysteries. Entropy 2001, 3, 58-63.
Grendár M, Jr, Grendár M. Maximum Entropy: Clearing up Mysteries. Entropy. 2001; 3(2):58-63.
Grendár, Marian, Jr.; Grendár, Marian. 2001. "Maximum Entropy: Clearing up Mysteries." Entropy 3, no. 2: 58-63.