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Computational Exploration of the Entropic Prior Over Spaces of Low Dimensionality

  • Holly E. Fitzgerald
  • Everett G. Larson
Conference paper
Part of the Fundamental Theories of Physics book series (FTPH, volume 98)

Abstract

Bayesian methods provide an objective analysis for problems with incomplete information. Yet, the use of Bayesian methods requires the assigning of an a priori probability, or prior. The prior should be assigned to contain the least information, while at the same time being consistent with the statistical parameters of the problem. To do this correctly, a complete integration of Information Theory with Bayesian Estimation methods is necessary. When finding probability distributions over the probability assignments, traditional methods are not entirely self-consistent. In papers presented at the 1996 MaxEnt Workshop, Larson, Evenson, and Dukes demonstrated that commonly used methods minimize only part of the total information. Minimizing the total information produces an entropic prior. Implementing this complete method to find the best probability distribution over probability assignments for three- to five-sided dice showed that the entropic prior Bayesian method gives results which differ significantly from these standard approaches. This is especially apparent at low dimensions.

Keywords

Maximum Entropy Probability Distribution Function Bayesian Method Bayesian Estimation Maximum Entropy Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    E.T. Jaynes, IEEE Transactions on Systems Science and Cybernetics, 227 (1968).Google Scholar
  2. [2]
    E.G. Larson, W.E. Evenson, and P.R. Dukes, “An Invariant Form for the Prior Probability II,” Proceedings of the MaxEnt Workshop, 1996.Google Scholar
  3. [3]
    W.E. Evenson, E.G. Larson, and P.R. Dukes, “An Invariant Form for the Prior Probability I,” Proceedings of the MaxEnt Workshop, 1996.Google Scholar

Copyright information

© Springer Science+Business Media Dordrecht 1998

Authors and Affiliations

  • Holly E. Fitzgerald
    • 1
  • Everett G. Larson
    • 1
  1. 1.Department of Physics and AstronomyBrigham Young UniversityProvoUSA

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