散度定理在贝叶斯推断和MaxEnt中的应用
Applications of the divergence theorem in Bayesian inference and MaxEnt
摘要:
给定概率密度$P({\bf x}|{\boldsymbol λ})$,其中$\bf x$表示连续自由度,$λ$表示一组参数,可以构造与可观测量的期望相关的一般恒等式,这是热力学中均分定理的推广。在这项工作中,我们探讨了这种关系的一些后果,无论是在抽样分布和贝叶斯后验的背景下,以及它如何可以用来提取一些信息,而不需要显式计算的配分函数(或贝叶斯证据,在后验预期的情况下)。连同一般家庭的波动定理,它构成了一个强大的工具贝叶斯/MaxEnt问题。
英文摘要:
Given a probability density $P({\bf x}|{\boldsymbol λ})$, where $\bf x$ represents continuous degrees of freedom and $λ$ a set of parameters, it is possible to construct a general identity relating expectations of observable quantities, which is a generalization of the equipartition theorem in Thermodynamics. In this work we explore some of the consequences of this relation, both in the context of sampling distributions and Bayesian posteriors, and how it can be used to extract some information without the need for explicit calculation of the partition function (or the Bayesian evidence, in the case of posterior expectations). Together with the general family of fluctuation theorems it constitutes a powerful tool for Bayesian/MaxEnt problems.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。