Xi'an's Og

When I woke up (very early!) in Oaxaca, on Remembrance Day, I noticed a long question about The Bayesian Choice contents on X validated. The originator of the question (OQ) was puzzled about several statements in the book on maximum entropy  methods, from the nature of the moment constraints, outside standard moments, to the existence of a maximum entropy prior (as exemplified by quantiles), to the deeper issue of the ultimate arbitrariness of “the” maximum entropy prior since it is also determined by the choice of the dominating measure. (Never neglect the dominating measure!) A more challenging concept, hopefully making it home with the OQ.

This entry was posted on November 13, 2018 at 12:18 am and is filed under Books, Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags Casa Matemática Oaxaca, Catholic Church, cross validated, dominating measure, maximum entropy, Mexico, Remembrance Day, Stack Exchange, sunrise. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.