I love the Wikipedia reference to the table of maximum entropy probability distributions. Very useful table of distributions for anyone doing modelling

For anyone looking for this, it's the very last phrase in the article, and it's this:

https://en.wikipedia.org/wiki/Maximum_entropy_probability_di...

I like the general treatment of constraints for continuous distributions.

I wrote an alternative derivation for the Gaussian as a maximum entropy distribution with finite variance here [1].

[1] https://im.perhapsbay.es/kb/the-gaussian-cheatsheet/#as-a-ma...

I don't get what the schur complement is for

That's a separate thing. I only meant to point to the heading "As a maximum entropy distribution".