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Jaynes' Theorem

Jaynes' Theorem provides a systematic way to update probabilities when new information becomes available. It states that the best way to revise our beliefs is to choose the probability distribution that maximizes entropy (a measure of uncertainty) while still satisfying known constraints from the data. This approach ensures that we incorporate new information without adding unwarranted assumptions. Essentially, it guides us to remain as unbiased as possible while updating beliefs, maintaining the most objective and consistent perspective based on the available evidence.