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arXiv · 1503.03451

Exponential Family Models from Bayes' Theorem under Expectation Constraints

Sergio Davis
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Abstract

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy principle, namely a posterior belonging to the exponential family. The Bayesian updating procedure presented in this work is not expressed as a variational principle, and does not involve the concept of entropy. Therefore it conceptually constitutes a complete alternative to entropic methods of inference.

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Sergio Davis. 2015-03-11. Exponential Family Models from Bayes' Theorem under Expectation Constraints. https://arxiv.org/abs/1503.03451

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