Principle of Maximum Entropy

In Bayesian probability theory, the principle of maximum entropy is a prime doctrine. It states that, subject to precisely stated prior data, which must be a proposition that expresses testable information, the probability distribution which best represents the current state of knowledge is the one with largest information-theoretical entropy.

Let some precisely stated prior data or testable information about a probability distribution function be given. Consider the set of all trial probability distributions that encode the prior data. Of those, the one that maximizes the information entropy is the proper probability distribution under the given prior data.

Read more about Principle Of Maximum Entropy:  History, Overview, Testable Information, Justifications For The Principle of Maximum Entropy

Famous quotes containing the words principle of, principle, maximum and/or entropy:

    In case I conk out, this is provisionally what I have to do: I must clarify obscurities; I must make clearer definite ideas or dissociations. I must find a verbal formula to combat the rise of brutality—the principle of order versus the split atom.
    Ezra Pound (1885–1972)

    The principle of majority rule is the mildest form in which the force of numbers can be exercised. It is a pacific substitute for civil war in which the opposing armies are counted and the victory is awarded to the larger before any blood is shed. Except in the sacred tests of democracy and in the incantations of the orators, we hardly take the trouble to pretend that the rule of the majority is not at bottom a rule of force.
    Walter Lippmann (1889–1974)

    I had a quick grasp of the secret to sanity—it had become the ability to hold the maximum of impossible combinations in one’s mind.
    Norman Mailer (b. 1923)

    Just as the constant increase of entropy is the basic law of the universe, so it is the basic law of life to be ever more highly structured and to struggle against entropy.
    Václav Havel (b. 1936)