From data to constraints

@inproceedings{Mukhopadhyay2012FromDT,
  title={From data to constraints},
  author={S. Mukhopadhyay and E. Parzen and S. Lahiri},
  year={2012}
}
Jaynes' Maximum Entropy (MaxEnt) inference starts with the assumption that we have a set of known constraints over the distribution. In statistical physics, we have a good intuition about the conserved macroscopic variables. It should not be surprising that in a real world applications, we have no idea about which coordinates to use for specifying the state of the system. In other words, we only observe empirical data and we have to take a decision on the constraints from the data. In an effort… Expand