Comments on and correction to "Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy" (Jan 80 26-37) [Corresp.]
R. Johnson,John E. Shore +1 more
TLDR
The principle of minimum cross-entropy is shown to follow from the adoption of an additional axiom: if new information is consistent with a prior estimate of a probability distribution, then the posterior estimate equals the prior.Abstract:
An error in the subject paper is pointed out: when the axioms given there are restricted to the discrete case, they do not imply the discrete case of the principle of minimum cross-entropy. The principle is shown to follow, however, from the adoption of an additional axiom: if new information is consistent with a prior estimate of a probability distribution, then the posterior estimate equals the prior. Minor other improvements and corrections to the arguments in the paper are made.read more
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References
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Journal ArticleDOI
Properties of cross-entropy minimization
John E. Shore,R. Johnson +1 more
TL;DR: The principle of minimum cross-entropy (minimum directed divergence, minimum discrimination information) is a general method of inference about an unknown probability density when there exists a prior estimate of the density and new information in the form of constraints on expected values.