MaxEnt and the Chain Rule

The MaxEnt property holds for chains as well [5]. If each module (i.e each term) in (2.9) is constructed individually with energy statistic and corresponding reference hypothesis, then $ G({\bf x})$ will be the MaxEnt distribution among all PDFs that generate $ g({\bf z})$ through the given chain. This property means that even complex signal processing chains can claim the MaxEnt property.

Baggenstoss 2017-05-19