Thursday, February 26, 2009

Optimal Information Processing and Bayes' Theorem


It is really something easy. The input is the likelihood Pr(x | θ) and the prior π(θ) and the output is Pr(θ|D) and Pr(x). So the author proposes to minimize the information (log) or the KL divergence. This would lead to Bayes' theorem.

Well is this justification right?

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