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Maximum entropy, fluctuations and priors

Ariel Caticha
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Abstract

The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to be ruled out. Two applications are given. The first is to the theory of thermodynamic fluctuations. The formulation is exact, covariant under changes of coordinates, and allows fluctuations of both the extensive and the conjugate intensive variables. The second application is to the construction of an objective prior for Bayesian inference. The prior obtained by following the ME method to its inevitable conclusion turns out to be a special case of what are currently known under the name of entropic priors.

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Ariel Caticha. 2000-08-07. Maximum entropy, fluctuations and priors. https://doi.org/10.1063/1.1381874

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