Construct a Model, 2
Idea
:
Choose the
p
with maximal entropy
Seems reasonable and fair, but is it really the best
target/energy function?
Lagrange multipliers and calculus of variations lead
to
–
p(
Γ
;
Φ
,
Λ
) = exp
(
–
∑
φ
Є
Φ
∫
λ
φ
(z) H(
φ
,
Γ
, z) dz
)
/
Z
–
where
Z
is the usual normalizing factor
–
Λ = { λ
φ
| φ
Є
Φ }