Jeffrey's update rule as a minimizer of Kullback-Leibler divergence

Carlos Pinzón; Catuscia Palamidessi

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arXiv · 2502.15504

Jeffrey's update rule as a minimizer of Kullback-Leibler divergence

Carlos Pinzón·Catuscia Palamidessi

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Abstract

In this paper, we show a more concise and high level proof than the original one, derived by researcher Bart Jacobs, for the following theorem: in the context of Bayesian update rules for learning or updating internal states that produce predictions, the relative entropy between the observations and the predictions is reduced when applying Jeffrey's update rule to update the internal state.

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Carlos Pinzón, Catuscia Palamidessi. 2025-02-21. Jeffrey's update rule as a minimizer of Kullback-Leibler divergence. https://arxiv.org/abs/2502.15504

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