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Exact maximum-entropy estimation with Feynman diagrams

1 December 2015
T. Schlank
Ran J. Tessler
Amitai Netser Zernik
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Abstract

A classical longstanding open problem in statistics is finding an explicit expression for the probability measure which maximizes entropy with respect to given constraints. In this paper a solution to this problem is found, using perturbative Feynman calculus. The explicit expression is given as a sum over weighted trees.

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