Uncertainty in Artificial Intelligence
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Maximum Entropy and the Glasses You Are Looking Through
Peter Grunwald
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.
Keywords: Maximum Entropy, Game Theory, Kelly Gambling, Decision Theory, Representation Depende
Pages: 238-246
PS Link: http://www.cwi.nl/~pdg/ftp/uai2000.ps
PDF Link: /papers/00/p238-grunwald.pdf
AUTHOR = "Peter Grunwald ",
TITLE = "Maximum Entropy and the Glasses You Are Looking Through",
BOOKTITLE = "Proceedings of the Sixteenth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-00)",
PUBLISHER = "Morgan Kaufmann",
ADDRESS = "San Francisco, CA",
YEAR = "2000",
PAGES = "238--246"

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