Phys. Rev. Lett. 77, 4693–4697 (1996)Field Theories for Learning Probability DistributionsReceived 25 July 1996; published in the issue dated 2 December 1996 Imagine being shown N samples of random variables drawn independently from the same distribution. What can you say about the distribution? In general, of course, the answer is nothing, unless you have some prior notions about what to expect. From a Bayesian point of view one needs an a priori distribution on the space of possible probability distributions, which defines a scalar field theory. In one dimension, free field theory with a normalization constraint provides a tractable formulation of the problem, and we discuss generalizations to higher dimensions. © 1996 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevLett.77.4693
DOI:
10.1103/PhysRevLett.77.4693
PACS:
02.50.Fz, 02.50.Ey, 03.70.+k, 87.10.+e
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