Maximum-Entropy Priors with Derived Parameters in a Specified Distribution

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum-entropy choice, and provide a motivating example, applicable to neutrino-hierarchy inference.

Bibliographic Details
Main Authors: Will Handley, Marius Millea
Format: Article
Language:English
Published: MDPI AG 2019-03-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/21/3/272
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author Will Handley
Marius Millea
author_facet Will Handley
Marius Millea
author_sort Will Handley
collection DOAJ
description We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum-entropy choice, and provide a motivating example, applicable to neutrino-hierarchy inference.
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spelling doaj.art-1422736e88f34e8ab7875ac60cfa3c902022-12-22T04:23:37ZengMDPI AGEntropy1099-43002019-03-0121327210.3390/e21030272e21030272Maximum-Entropy Priors with Derived Parameters in a Specified DistributionWill Handley0Marius Millea1Astrophysics Group, Cavendish Laboratory, J.J.Thomson Avenue, Cambridge CB3 0HE, UKInstitut dAstrophysique de Paris (IAP), UMR 7095, CNRS UPMC Universit Paris 6, Sorbonne Universits, 98bis Boulevard Arago, F-75014 Paris, FranceWe propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum-entropy choice, and provide a motivating example, applicable to neutrino-hierarchy inference.http://www.mdpi.com/1099-4300/21/3/272maximum entropyBayesian inferencepriorderived distributionneutrino hierarchy
spellingShingle Will Handley
Marius Millea
Maximum-Entropy Priors with Derived Parameters in a Specified Distribution
Entropy
maximum entropy
Bayesian inference
prior
derived distribution
neutrino hierarchy
title Maximum-Entropy Priors with Derived Parameters in a Specified Distribution
title_full Maximum-Entropy Priors with Derived Parameters in a Specified Distribution
title_fullStr Maximum-Entropy Priors with Derived Parameters in a Specified Distribution
title_full_unstemmed Maximum-Entropy Priors with Derived Parameters in a Specified Distribution
title_short Maximum-Entropy Priors with Derived Parameters in a Specified Distribution
title_sort maximum entropy priors with derived parameters in a specified distribution
topic maximum entropy
Bayesian inference
prior
derived distribution
neutrino hierarchy
url http://www.mdpi.com/1099-4300/21/3/272
work_keys_str_mv AT willhandley maximumentropypriorswithderivedparametersinaspecifieddistribution
AT mariusmillea maximumentropypriorswithderivedparametersinaspecifieddistribution