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Ukkonen, T. (2016). Bayesian update rule is information theoretically optimal. PHILICA.COM Observation number 133.

ISSN 1751-3030  
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Bayesian update rule is information theoretically optimal

Tomas Ukkonenunconfirmed user (Helsinki University of Technology)

Published in matho.philica.com

Observation
p(y|x) ~ p(x|y)p(x)

H(Y|X) = H(X) - I(Y;X)

This means information is gained as fast as possible from environment.

Observation circumstances
Follows from properties of basic probability theory and information theory

Information about this Observation
This Observation has not yet been peer-reviewed
This Observation was published on 1st October, 2016 at 19:49:33 and has been viewed 1000 times.

Creative Commons License
This work is licensed under a Creative Commons Attribution 2.5 License.
The full citation for this Observation is:
Ukkonen, T. (2016). Bayesian update rule is information theoretically optimal. PHILICA.COM Observation number 133.


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