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Math Help - Maximum Entropy/Large Deviation Theorem

  1. #1
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    Maximum Entropy/Large Deviation Theorem

    I'm use the maximum entropy principle to estimate the probability of observing a rare event. For example, if I rolled a fair, six sided, die I know the probability of rolling any number is 1/6 and the expected outcome as 3.5. However, if I observed something rare, say , I want to use the large derivation/maximum entropy principle and gradient descent to determine the a gibbs representation of the empirical distribution (the frequency of each event).

    Would be grateful for any help.
    Last edited by kchar; February 25th 2013 at 09:16 PM.
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  2. #2
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    Re: Maximum Entropy/Large Deviation Theorem

    Hey kchar.

    What kind of distribution model did you have in mind? Is it just a standard multinomial?
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