Unification of Maximum Entropy and Bayesian Inference via Plausible Reasoning

Details Unification of Maximum Entropy and Bayesian Inference via Plausible Reasoning Unification of Maximum Entropy and Bayesian Inference via Plausible Reasoning

2011-03-12

arxiv.org/abs/1103.2411v4

Computer Science

Information Theory

Submitted to IEEE Transactions on Information Theory on March 8, 2011

Scientific paper

This paper modifies Jaynes's axioms of plausible reasoning and derives the minimum relative entropy principle, Bayes's rule, as well as maximum likelihood from first principles. The new axioms, which I call the Optimum Information Principle, is applicable whenever the decision maker is given the data and the relevant background information. These axioms provide an answer to the question "why maximize entropy when faced with incomplete information?"

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