19 Sep 2007; Mat-Nat Faculty (UiTø), room A228. Wednesday 10:15-12:00

Per Jakobsen

"Maximum entropy, conditional probability and constraints".

This talk will consist of two separate parts. In part one I will use the maximum entropy principle to give a new definition of the notion of conditional expectation and probability. In the second part I will show how known algebraic relations between various statistical quantities will help to constrain the prior distribution. This part of the talk will thus address the question to what extent the maximum entropy principle solves the problem of prior in statistics.
At the end of the talk I will, if there is time, say a few words about differential constraints. I will return to this topic in a talk later in the semester.