Athreya, KB (2009) Entropy maximization. In: Proceedings Of The Indian Academy Of Sciences-Mathematical Sciences, 119 (4). pp. 531-539.
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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|
|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|
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