Maximum Entropy: Clearing up Mysteries
Abstract
:1 Introduction
2 MaxEnt ex machina? (Jaynes’ die problem)
Suppose a die has been tossed N times and we are told only that the average number of spots up was not 3.5 as one might expect for an “honest” die but 4.5. Given this information, and nothing else, what probability should we assign to i spots in the next toss?
2.1 The first reformulation: there is no die
Let there be an object of experimentation, revealing 6 different outcomes, which can be enumerated by {1, 2, . . . , 6}. The experiment was performed N times, but instead of the entire sample we are told only the average of the results, to be 4.5. Given this information ...
2.2 The second reformulation: potential
Let there be an object of experimentation, revealing 6 different outcomes, which can be enumerated by x = {1, 2, . . . , 6}. The experiment was performed N times. A potential function u(x) = x was chosen, and its average value , where fi represents frequency of the i-th outcome in the sample, was calculated. Given the average value of the potential function, and nothing else ...
2.3 The third reformulation: what is the question?
Let there be an object of experimentation, revealing 6 different outcomes, which can be enumerated by x = {1, 2, . . . , 6}. The experiment was performed N times. A potential function u(x) was chosen, and its average value , where fi represents frequency of the i-th outcome in the sample, was calculated. This information {N, u(x), } forms a feasible set of absolute frequency vectors (occurrence vectors). Now we ask: what is the most probable occurrence vector which can be generated by a uniform generator?
3 MaxEnt vs. Bayes?
Acknowledgements
References
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Grendár, M., Jr.; Grendár, M. Maximum Entropy: Clearing up Mysteries. Entropy 2001, 3, 58-63. https://doi.org/10.3390/e3020058
Grendár M Jr., Grendár M. Maximum Entropy: Clearing up Mysteries. Entropy. 2001; 3(2):58-63. https://doi.org/10.3390/e3020058
Chicago/Turabian StyleGrendár, Marian, Jr., and Marian Grendár. 2001. "Maximum Entropy: Clearing up Mysteries" Entropy 3, no. 2: 58-63. https://doi.org/10.3390/e3020058
APA StyleGrendár, M., Jr., & Grendár, M. (2001). Maximum Entropy: Clearing up Mysteries. Entropy, 3(2), 58-63. https://doi.org/10.3390/e3020058