Maximum-entropy from the probability calculus: exchangeability, sufficiency. arXiv:1706.02561
Preprint, arXiv:1706.02561 [physics.data-an] (2017).
Summary: Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed, together with other questions: Prediction or retrodiction? How good is the maximum-entropy approximation? Is this a ”derivation” of maximum-entropy?
MSC:
| 60Axx | Foundations of probability theory |
| 97K50 | Probability theory (educational aspects) |
| 60G09 | Exchangeability for stochastic processes |
| 62Bxx | Sufficiency and information |
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