Maximum Probability and Maximum Entropy methods: Bayesian interpretation

摘要

(Jaynes') Method of (Shannon-Kullback's) Relative Entropy Maximization (REMor MaxEnt) can be - at least in the discrete case - according to the MaximumProbability Theorem (MPT) viewed as an asymptotic instance of the MaximumProbability method (MaxProb). A simple bayesian interpretation of MaxProb isgiven here. MPT carries the interpretation over into REM.