Maximum entropy and Bayesian methods in applied statistics
نویسندگان
چکیده
منابع مشابه
Determination of Maximum Bayesian Entropy Probability Distribution
In this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. Next, some numerical solutions are considered for the cases of unavailable closed form of solutions. Finally, these methods are illustrated via some numerical examples.
متن کاملMaximum Probability and Maximum Entropy methods: Bayesian interpretation
(Jaynes’) Method of (Shannon-Kullback’s) Relative Entropy Maximization (REM or MaxEnt) can be at least in the discrete case according to the Maximum Probability Theorem (MPT) viewed as an asymptotic instance of the Maximum Probability method (MaxProb). A simple bayesian interpretation of MaxProb is given here. MPT carries the interpretation over into REM.
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Biological organisms which possess a neurological system exhibit varying degrees of what can be termed rational behavior. One can hypothesize that rational behavior and thought processes in general arise as a consequence of the intrinsic rational nature of the neurological system and its constituent neurons. A similar statement may be made of the immunological system [1]. The concept of rationa...
متن کاملdetermination of maximum bayesian entropy probability distribution
in this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. next, some numerical solutions are considered for the cases of unavailable closed form of solutions. finally, these methods are illustrated via some numerical examples.
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The analysis of discrimination, feature and model selection conduct to the discussion of the relationships between Support Vector Machine (SVM), Bayesian and Maximum Entropy (MaxEnt) formalisms. MaxEnt discrimination can be seen as a particular case of Bayesian inference, which at its turn can be seen as a regularization approach applicable to SVM. Probability measures can be attached to each f...
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ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 1988
ISSN: 0001-8708
DOI: 10.1016/0001-8708(88)90081-3