@hackage maxent0.2.0.1
Compute Maximum Entropy Distributions
Installation
Dependencies (4)
- ad >=3.2 && <3.3
- base >=4.6 && <4.7
- nonlinear-optimization >=0.3 && <0.4
- vector >=0.9 && <0.10 Show all…
Dependents (1)
@hackage/acme-everything
The maximum entropy method, or MAXENT, is variational approach for computing probability distributions given a list of moment, or expected value, constraints.
Here are some links for background info.
A good overview of applications: http://cmm.cit.nih.gov/maxent/letsgo.html
On the idea of maximum entropy in general: http://en.wikipedia.org/wiki/Principle_of_maximum_entropy
Use this package to compute discrete maximum entropy distributions over a list of values and list of constraints.
Here is a the example from Probability the Logic of Science
maxent ([1,2,3], [average 1.5])
Right [0.61, 0.26, 0.11]
The classic dice example
maxent ([1,2,3,4,5,6], [average 4.5])
Right [.05, .07, 0.11, 0.16, 0.23, 0.34]
One can use different constraints besides the average value there.
As for why you want to maximize the entropy to find the probability constraint, I will say this for now. In the case of the average constraint it is a kin to choosing a integer partition with the most interger compositions. I doubt that makes any sense, but I will try to explain more with a blog post soon.