The Maximum Entropy Principle

The Maximum Entropy Principle is a method for making the most unbiased predictions or inferences based on available information. It suggests choosing the probability distribution that has the highest entropy—that is, the greatest level of uncertainty or randomness—while still fitting the known data. This approach ensures we do not assume any unknown details beyond what the facts indicate, leading to the most objective and fair estimate. Essentially, it promotes selecting the least biased model that aligns with what we already know, avoiding unwarranted assumptions.