Maximum Entropy and the Glasses You Are Looking Through

01/16/2013

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by   Peter D. Grünwald, et al.

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We give an interpretation of the Maximum Entropy (MaxEnt) Principle in game-theoretic terms. Based on this interpretation, we make a formal distinction between different ways of em applying/ Maximum Entropy distributions. MaxEnt has frequently been criticized on the grounds that it leads to highly representation dependent results. Our distinction allows us to avoid this problem in many cases.