Athreya, KB (2009) Entropy maximization. In: Proceedings Of The Indian Academy Of Sciences-Mathematical Sciences, 119 (4). pp. 531-539.
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Abstract
It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf f that satisfy ae fh (i) d mu = lambda (i) for i = 1, 2, ...,... kthe maximizer of entropy is an f (0) that is proportional to exp(I c pound (i) h (i) ) for some choice of c (i) . An extension of this to a continuum of constraints and many examples are presented.
| Item Type: | Journal Article |
|---|---|
| Publication: | Proceedings Of The Indian Academy Of Sciences-Mathematical Sciences |
| Publisher: | Indian Academy of Sciences |
| Additional Information: | Copyright for this article belongs to Indian Academy of Sciences. |
| Keywords: | Entropy; relative entropy; entropy maximization |
| Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
| Date Deposited: | 08 Dec 2009 08:35 |
| Last Modified: | 19 Sep 2010 05:52 |
| URI: | http://eprints.iisc.ac.in/id/eprint/24946 |
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