On Shannon-Jaynes Entropy and Fisher Information

Physics – Data Analysis – Statistics and Probability

Scientific paper

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Presented at the 27th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, Sar

Scientific paper

10.1063/1.2821257

The fundamentals of the Maximum Entropy principle as a rule for assigning and updating probabilities are revisited. The Shannon-Jaynes relative entropy is vindicated as the optimal criterion for use with an updating rule. A constructive rule is justified which assigns the probabilities least sensitive to coarse-graining. The implications of these developments for interpreting physics laws as rules of inference upon incomplete information are briefly discussed.

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