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I like the general treatment of constraints for continuous distributions. I wrote an alternative derivation for the Gaussian as a maximum entropy distribution
by activatedgeek 6y ago
I 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".