After having read the related chapters of Jaynes’ book I was fairly amazed by the Principle of Maximum Entropy, a powerful method for choosing prior distributions. However it immediately raised a large number of questions.
I have recently read two quite intriguing (and very well-written) papers by Jos Uffink on this matter:
The Principle of Maximum Entropy
After having read the related chapters of Jaynes’ book I was fairly amazed by the Principle of Maximum Entropy, a powerful method for choosing prior distributions. However it immediately raised a large number of questions.
I have recently read two quite intriguing (and very well-written) papers by Jos Uffink on this matter:
Can the maximum entropy principle be explained as a consistency requirement?
The constraint rule of the maximum entropy principle
I was wondering what you think about the principle of maximum entropy and its justifications.