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Principle of Maximum Entropy
- jostmey 6y agoI love the Wikipedia reference to the table of maximum entropy probability distributions. Very useful table of distributions for anyone doing modelling
- robotresearcher 6y agoFor anyone looking for this, it's the very last phrase in the article, and it's this: https://en.wikipedia.org/wiki/Maximum_entropy_probability_distribution#Other_examples https://en.wikipedia.org/wiki/Maximum_entropy_probability_di...
- activatedgeek 6y agoI like the general treatment of constraints for continuous distributions. I wrote an alternative derivation for the Gaussian as a maximum entropy distribution with finite variance here [1]. [1] https://im.perhapsbay.es/kb/the-gaussian-cheatsheet/#as-a-maximum-entropy-distribution https://im.perhapsbay.es/kb/the-gaussian-cheatsheet/#as-a-ma...
- ycreader 6y agoI don't get what the schur complement is for
- activatedgeek 6y agoThat's a separate thing. I only meant to point to the heading "As a maximum entropy distribution".