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Comparison of Minimum Cross-Entropy Inference with Minimally Informative Information Systems

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Maximum-Entropy and Bayesian Methods in Science and Engineering

Part of the book series: Fundamental Theories of Physics ((FTPH,volume 31-32))

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Abstract

The Minimum Cross-Entropy (MXE) inference rule leads to information systems which are inconsistent, and which may have an expectation less than the prior. The Min-Score rule (a generalization of maximum entropy) applied to information systems generates consistent systems and has a guaranteed expectation at least as great as the prior. The guaranteed expectation for the Min-Score rule is always at least as great as that for MXE.

Research supported in part by National Science Foundation grant IST 84-05161

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References

  • Dalkey, N. C. (1983). Updating Inductive Inference, presented at the third Workshop on Maximum Entropy and Bayesian Methods in Applied Statistics, University of Wyoming, August 1–4.

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  • Dalkey, N. C. (1986). Prior Probabilities Revisited. In Maximum Entropy and Bayesian Methods in Applied Statistics, ed. J. H. Justice, pp. 117–30. Cambridge: Cambridge University Press.

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  • Shore, J. E. & Johnson, R. W. (1981) Properties of Cross-Entropy Minimization. IEEE Transactions on Information Theory, IT-27, 472–82.

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© 1988 Kluwer Academic Publishers

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Dalkey, N.C. (1988). Comparison of Minimum Cross-Entropy Inference with Minimally Informative Information Systems. In: Erickson, G.J., Smith, C.R. (eds) Maximum-Entropy and Bayesian Methods in Science and Engineering. Fundamental Theories of Physics, vol 31-32. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3049-0_18

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  • DOI: https://doi.org/10.1007/978-94-009-3049-0_18

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-7871-9

  • Online ISBN: 978-94-009-3049-0

  • eBook Packages: Springer Book Archive

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