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Maximum-entropy data analysis

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Abstract

The reconstruction of physical quantities from (computer-) experimental data is very often hampered by the presence of noise, insufficient information and above all by the ill-posed nature of the underlying inversion problem. It will be demonstrated that the maximum entropy concepts is particularly suited for this type of data-analysis problems. It is based on Bayesian statistics and provides a consistent probabilistic theory to obtain unbiased results, independent of any model assumptions. This is particularly desirable if there is no additional information to justify these hypotheses. If, on the other hand, additional prior knowledge is available, it can be effectively incorporated into the computation, leading to more stringent confidence intervals.

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von der Linden, W. Maximum-entropy data analysis. Appl. Phys. A 60, 155–165 (1995). https://doi.org/10.1007/BF01538241

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