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Entropy maximization

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
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.ernet.in/id/eprint/24946

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