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Updating Probabilities

2006/01/01 by Ariel Caticha, Adom Giffin · 1 voice · 8 citations
Physics and Astronomy · #Statistical Mechanics and Entropy #cond-mat.stat-mech #cs.IT #physics.data-an

paper · pdf · doi:10.1063/1.2423258

openalex publication_date 2006/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Abstract

The Method of Maximum (relative) Entropy (ME) has been designed for updating from a prior distribution to a posterior distribution when the information being processed is in the form of a constraint on the family of allowed posteriors. This is in contrast with the usual MaxEnt which was designed as a method to assign, and not to update, probabilities. The objective of this paper is to strengthen the ME method in two ways. In [1] the axioms that define ME have been distilled down to three; here the design is improved by considerably weakening the axiom that refers to independent subsystems. Instead of the old axiom which read: “When a system is composed of subsystems that are believed to be independent it should not matter whether the inference procedure treats them separately or jointly ” we now modify it by replacing the word ‘believed ’ by the word ‘known’. As pointed out by Karbelkar and by Uffink the modified axiom is a much weaker consistency requirement, which, in their view, fails to single out the usual (logarithmic) relative entropy as the unique

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