Field Theories for Learning Probability Distributions
William Bialek, Curtis G. Callan, Steven P. Strong · Physical Review Letters · 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.