Maximum Entropy Inference

Given only partial information (moment constraints), MaxEnt chooses the probability distribution with the highest Shannon entropy H = −Σpᵢ log pᵢ. This is the least-biased inference consistent with the data. Jaynes' principle.

p(x) = (1/Z) exp(λ₁x) — exponential family (MaxEnt with mean constraint = exponential distribution)
Entropy: —