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The likelihood principle Please solve the following two exercises. 10. Urn A contains three balls: one black, and two white; urn B contains three balls: two black, and one white. One of the urns is selected at random and one ball is drawn. The ball is black. What is the probability that the selected urn is urn A? 11. Urn A contains five balls: one black, two white, one green and one pink; urn B contains five hundred balls: two hundred black, one hundred white, 50 yellow, 40 cyan, 30 sienna, 25 green, 25 silver, 20 gold, and 10 purple.

Note that in general the relative entropy is not symmetric under interchange of the distributions P and Q: in general DKL (P ||Q) = DKL (Q||P ), so DKL , although it is sometimes called the ‘KL distance’, is not strictly a distance. The relative entropy is important in pattern recognition and neural networks, as well as in information theory. Gibbs’ inequality is probably the most important inequality in this book. It, and many other inequalities, can be proved using the concept of convexity. The ‘ei’ in Leibler is pronounced the same as in heist.

Data compression and inverse probability Consider the following task. 9. Write a computer program capable of compressing binary files like this one: 0000000000000000000010010001000000100000010000000000000000000000000000000000001010000000000000110000 1000000000010000100000000010000000000000000000000100000000000000000100000000011000001000000011000100 0000000001001000000000010001000000000000000011000000000000000000000000000010000000000000000100000000 The string shown contains n1 = 29 1s and n0 = 271 0s.

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A density lemma


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