arXiv · 2305.09868
The Principle of Uncertain Maximum Entropy
Abstract
The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the available information be provided error-free (Jaynes, 1982). We relax this requirement using a memoryless communication channel as a framework to derive a new, more general principle. We show our new principle provides an upper bound on the entropy of the unknown distribution and the amount of information lost due to the use of a given communications channel is unknown unless the unknown distribution's entropy is also known. Using our new principle we provide a new interpretation of the classic principle and experimentally show its performance relative to the classic principle and some other generally applicable solutions.
Explore related subjects
Keep this discovery
Kenneth Bogert, Matthew Kothe. 2023-05-17. The Principle of Uncertain Maximum Entropy. https://arxiv.org/abs/2305.09868
Cite the original work for its findings. Save a collection to share your selection of sources.