Showing posts with label Maximum Entropy. Show all posts
Showing posts with label Maximum Entropy. Show all posts

Saturday, November 16, 2013

The Acid Test of Indifference



In recent posts, I've looked at the interpretation of the Shannon entropy, and the justification for the maximum entropy principle in inference under uncertainty. In the latter case, we looked at how mathematical investigation of the entropy function can help with establishing prior probability distributions from first principles. 

There are some prior distributions, however, that we know automatically, without having to give the slightest thought to entropy. If the maximum entropy principle is really going to work, the first thing it has got to be able to do is to reproduce those distributions that we can deduce already, using other methods. 

Friday, November 1, 2013

Monkeys and Multiplicity



Monkeys love to make a mess. Monkeys like to throw stones. Give a monkey a bucket of small pebbles, and before too long, those pebbles will be scattered indiscriminately in all directions. These are true facts about monkeys, facts we can exploit for the construction of a random number generator.

Set up a room full of empty buckets. Add one bucket full of pebbles and one mischievous monkey. Once the pebbles have been scattered, the number of little stones in each bucket is a random variable. We're going to use this random number generator for an unusual purpose, though. In fact, we could call it a 'calculus of probability,' because we're going to use this exotic apparatus for figuring out probability distributions from first principles1.

Saturday, October 26, 2013

Entropy Games




In 1948, Claude Shannon, an electrical engineer working at Bell labs, was interested in the problem of communicating messages along physical channels, such as telephone wires. He was particularly interested in issues like how many bits of data are needed to communicate a message, how much redundancy is appropriate when the channel is noisy, and how much a message can be safely compressed. 

In that year, Shannon figured out1 that he could mathematically specify the minimum number of bits required to convey any message. You see every message, every proposition, in fact, whether actively digitized or not, can be expressed as some sequence of answers to yes / no questions, and every string of binary digits is exactly that: a sequence of answers to yes / no questions. So if you know the minimum number of bits required to send a message, you know everything you need to know about the amount of information it contains.

Friday, October 18, 2013

Entropy of Kangaroos



All this discussion of scientific method, the deep roots of probability theory, mathematics, and morality is all well and good, but what about kangaroos? As I'm sure most of my more philosophically sophisticated readers appreciate, kangaroos play a necessarily central and vital role in any valid epistemology. To celebrate this fact, I'd like to consider a mathematical calculation that first appeared in the image-analysis literature, just coming up to 30 years ago1. I'll paraphrase the original problem in my own words:

We all know that two thirds of kangaroos are right handed, and that one third of kangaroos drink beer (the remaining two thirds preferring whisky). These are true facts. What is the probability that a randomly encountered kangaroo is a left-handed beer drinker? Find a unique answer.