Timeline for What is the maximum entropy distribution over the integers
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Nov 22, 2017 at 21:02 | comment | added | Robert Israel | Wikipedia and links there. | |
| Nov 21, 2017 at 20:52 | comment | added | Ioannis Papoutsidakis | Could you refer to any book or article on those results? Many thanks! | |
| Nov 21, 2017 at 19:20 | comment | added | Robert Israel | Noting that $\sum_{n=-\infty}^\infty \exp(-bn^2) = \theta_3(0,\exp(-b))$ (a Jacobi Theta function), you want $a=0$, $c = 1/\theta_3(0,\exp(-b))$, and $$\dfrac{d}{db} \theta_3(0, \exp(-b)) = -\sigma^2 \theta_3(0,\exp(-b))$$ | |
| Nov 21, 2017 at 16:53 | comment | added | Christian Remling | The wikipedia article en.wikipedia.org/wiki/Maximum_entropy_probability_distribution already tells you that it must be of the form $p_n= c e^{an-bn^2}$, and it would seem $a,b,c$ are determined by your requirements on $\mu,\sigma$. | |
| Nov 21, 2017 at 16:48 | history | edited | Ioannis Papoutsidakis | CC BY-SA 3.0 |
added 2 characters in body
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| Nov 21, 2017 at 16:48 | review | First posts | |||
| Nov 21, 2017 at 16:53 | |||||
| Nov 21, 2017 at 16:39 | history | asked | Ioannis Papoutsidakis | CC BY-SA 3.0 |