熵、信息与概率更新
Entropy, Information, and the Updating of Probabilities
摘要：
本文是一个审查的一个特定的方法，最大熵的方法作为一个一般框架的推理。讨论强调了推导中的语用因素。一个知识概念的信息定义在其关系的贝叶斯信念的理想理性代理。通过淘汰归纳法设计了先验概率分布更新到后验概率分布的方法。对数相对熵被挑选出来作为更新的独特工具，（a）具有普遍适用性;（b）承认先验信息的价值;（c）承认科学独立性概念所发挥的特权作用。由此产生的框架-ME方法-可以处理任意先验和任意约束。它包括MaxEnt和贝叶斯规则作为特殊情况，因此，它将熵和贝叶斯方法统一为一个单一的一般推理方案。ME方法超越了仅仅选择一个单一的后验概率，但也解决了其他分布的可能性有多大的问题，这为波动和大偏差理论提供了一个直接的桥梁。
英文摘要：
This paper is a review of a particular approach to the method of maximum entropy as a general framework for inference. The discussion emphasizes the pragmatic elements in the derivation. An epistemic notion of information is defined in terms of its relation to the Bayesian beliefs of ideally rational agents. The method of updating from a prior to a posterior probability distribution is designed through an eliminative induction process. The logarithmic relative entropy is singled out as the unique tool for updating that (a) is of universal applicability; (b) that recognizes the value of prior information; and (c) that recognizes the privileged role played by the notion of independence in science. The resulting framework -- the ME method -- can handle arbitrary priors and arbitrary constraints. It includes MaxEnt and Bayes' rule as special cases and, therefore, it unifies entropic and Bayesian methods into a single general inference scheme. The ME method goes beyond the mere selection of a single posterior, but also addresses the question of how much less probable other distributions might be, which provides a direct bridge to the theories of fluctuations and large deviations.
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。
