Why Least Squares and Maximum Entropy? An Axiomatic Approach to Inference for Linear Inverse Problems
为何使用最小二乘与最大熵：线性逆问题推断的公理化方法
An attempt is made to determine the logically consistent rules for selecting a vector from any feasible set defined by linear constraints, when either all $n$-vectors or those with positive components or the probability vectors are permissible. Some basic postulates are satisfied if and only if the selection rule is to minimize a certain function which, if a "prior guess" is available, is a measure of distance from the prior guess. Two further natural postulates restrict the…