Sobolev.space · May 1, 2021
Reciprocal Convexity to reverse the Jensen Inequality
0Sign in to vote or save
This page cannot be shown here. You can still read it on the original site — the toolbar below keeps your place in the directory.
Jensen's inequality is a powerful tool often used in mathematical derivations and analyses. It states that for a convex function $f(x)$ and an arbitrary random variable $X$ we have the following upper bound: $$ f\left(\E X\right) \le \E f\left(X\right) $$ However, oftentimes we want the …
Read on /posts/2021-05-02-reciprocal-convexity-to-reverse-the-jensen-inequality.html ↗
Comments
Nothing yet. Say the first thing.
Sign in to join the conversation.