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arxiv: 1503.03451 · v2 · pith:DXHGP2SKnew · submitted 2015-03-11 · ⚛️ physics.data-an

Exponential Family Models from Bayes' Theorem under Expectation Constraints

classification ⚛️ physics.data-an
keywords applicationbayesianconstraintsentropyexpectationexponentialfamilyposterior
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It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy principle, namely a posterior belonging to the exponential family. The Bayesian updating procedure presented in this work is not expressed as a variational principle, and does not involve the concept of entropy. Therefore it conceptually constitutes a complete alternative to entropic methods of inference.

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