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2017
Conference Paper
Titel
Maximum entropy PDF projection: A review
Abstract
We review maximum entropy (MaxEnt) PDF projection, a method with wide potential applications in statistical inference. The method constructs a sampling distribution for a high-dimensional vector x based on knowing the sampling distribution p(z) of a lower-dimensional feature z = T (x). Under mild conditions, the distribution p(x) having highest possible entropy among all distributions consistent with p(z) may be readily found. Furthermore, the MaxEnt p(x) may be sampled, making the approach useful in Monte Carlo methods. We review the theorem and present a case study in model order selection and classification for handwritten character recognition.