In our current best cosmological model, the vast majority of matter in the Universe is dark, consisting of yet undetected, non-baryonic particles that do not interact electro-magnetically. So far, the only significant evidence for dark matter has been found in its gravitational interaction, as observed in galaxy rotation curves or gravitational lensing effects. The inferred dark matter agglomerations follow almost universal mass density profiles that can be reproduced well in simulations, but have eluded an explanation from a theoretical viewpoint. Forgoing standard (astro-)physical methods, I show that it is possible to derive these profiles from an intriguingly simple mathematical approach that directly determines the most likely spatial configuration of a self-gravitating ensemble of collisionless dark matter particles.