jsteinhardt comments on A Fervent Defense of Frequentist Statistics - Less Wrong

43 Post author: jsteinhardt 18 February 2014 08:08PM

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Comment author: jsteinhardt 10 February 2014 07:06:02AM 0 points [-]

Do physicists think of maximum entropy as the Nash equilibrium of a game between the predictor and nature? I asked two physicists about this and they both said it was new to them, but perhaps it was just a fluke...

Comment author: EHeller 10 February 2014 07:12:41AM *  1 point [-]

That would be different, but its also not what you presented, unless its hidden in your phrase "one can show."

Jaynes argued that finding the maximum likelihood of q was equivalent to maximizing entropy, which was the best you can do just knowing the extrinsic variables (phi^*), which seems to be the result you also presented.

Edit: I should point out that most physicists probably aren't in the Jaynes camp (which I'll call subjective thermodynamics), but I'd assume most theorists have at least stumbled upon it at least once.

Comment author: jsteinhardt 10 February 2014 07:26:40AM 0 points [-]

A particular sentence I'd point to is

We are interested in constructing a probability distribution q(x) such that no matter what particular value p(x) takes, q(x) will still make good predictions.

This is the thing I don't think physicists (or Jaynes, though I haven't really read Jaynes) do. But if I'm wrong I'll edit the post to reflect that.

Comment author: EHeller 10 February 2014 07:38:19AM 2 points [-]

If you rephrased that as "no matter what microstate compatible with the extrinsic observations the system is in, our model makes good predictions" I think you'd find that most physicists would recognize that as standard thermodynamics, and also that (like me) they wouldn't recognize it as a game :).

Comment author: jsteinhardt 10 February 2014 07:41:54AM 2 points [-]

Okay, I've edited the relevant part of the original post to link to this comment thread.