• Entropy Maximization

• Fulltext

https://www.ias.ac.in/article/fulltext/pmsc/119/04/0531-0539

• Keywords

Entropy; relative entropy; entropy maximization.

• 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 $\int fh_id_\mu=\lambda_i$ for $i=1,2,\ldots,\ldots k$ the maximizer of entropy is an $f_0$ that is proportional to $\exp(\sum c_i h_i)$ for some choice of $c_i$. An extension of this to a continuum of constraints and many examples are presented.

• Author Affiliations

1. Department of Mathematics and Statistics, Iowa State University, USA
2. IMI, Department of Mathematics, Indian Institute of Science, Bangalore 560 012, India

• Proceedings – Mathematical Sciences

Volume 130, 2020
All articles
Continuous Article Publishing mode

• Editorial Note on Continuous Article Publication

Posted on July 25, 2019