Entropy maximization

An entropy maximization problem is a convex optimization problem of the form where \vec \in \mathbb^n_ is the optimization variable, A\in\mathbb^ and b \in\mathbb^m are problem parameters, and \mathbf denotes a vector whose components are all 1. ^[1]

4 relations: Cambridge University Press, Convex optimization, Entropy, Principle of maximum entropy.

Cambridge University Press

Cambridge University Press (CUP) is the publishing business of the University of Cambridge.

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Convex optimization

Convex optimization is a subfield of optimization that studies the problem of minimizing convex functions over convex sets.

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Entropy

In statistical mechanics, entropy is an extensive property of a thermodynamic system.

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Principle of maximum entropy

The principle of maximum entropy states that the probability distribution which best represents the current state of knowledge is the one with largest entropy, in the context of precisely stated prior data (such as a proposition that expresses testable information).

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References

[1] https://en.wikipedia.org/wiki/Entropy_maximization

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