Conjugate variables in continuous maximum-entropy inference.

@article{Davis2012ConjugateVI,
  title={Conjugate variables in continuous maximum-entropy inference.},
  author={Sergio Davis and Gonzalo Guti{\'e}rrez},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2012},
  volume={86 5 Pt 1},
  pages={051136}
}
For a continuous maximum-entropy distribution (obtained from an arbitrary number of simultaneous constraints), we derive a general relation connecting the Lagrange multipliers and the expectation values of certain particularly constructed functions of the states of the system. From this relation, an estimator for a given Lagrange multiplier can be constructed from derivatives of the corresponding constraining function. These estimators sometimes lead to the determination of the Lagrange… CONTINUE READING