[SciPy-dev] Maximum entropy module

Ed Schofield schofield at ftw.at
Tue Nov 29 03:33:36 CST 2005


On 29/11/2005, at 8:06 AM, Robert Kern wrote:

> Ed Schofield wrote:
>> Hi all,
>>
>> I've been working on getting my maximum entropy module into shape for
>> scipy.  Unless there are any objections I'll upload it into the
>> sandbox in the next few days.
>
> As long as it's licensed appropriately, we shouldn't have any problems
> with it in the sandbox.
>

Yes, it has a BSD license.

>
>> It's quite well documented, but I'd be happy to answer any questions
>> on [SciPy-user] or [SciPy-dev] about how to use it and interpret the
>> results.  I'd also welcome any feedback on improving it further.
>
> Maximum entropy what? I know of quite a few "maximum entropy methods"
> that don't have much to do with each other algorithmically.

It's the generic framework described by Jaynes or Csiszar.  The code  
finds the probability distribution that that maximises entropy  
subject to constraints on the expectations of given statistics.  All  
"maximum entropy" applications I know of just apply this method of  
inference in different domains; the core parameter estimation code  
should be applicable to all of them.


-- Ed
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