Entropic Inference

Details Entropic Inference Entropic Inference

2010-11-02

arxiv.org/abs/1011.0723v1

Physics

Data Analysis, Statistics and Probability

Presented at MaxEnt 2010, the 30th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Eng

Scientific paper

In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a posterior probability distribution is tackled through an eliminative induction process that singles out the logarithmic relative entropy as the unique tool for inference. The resulting method of Maximum relative Entropy (ME), includes as special cases both MaxEnt and Bayes' rule, and therefore unifies the two themes of these workshops -- the Maximum Entropy and the Bayesian methods -- into a single general inference scheme.

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