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The Jensen's inequality plays a crucial role in the analysis of time-delay and sampled-data systems. Its conservatism is studied through the use of the Gr\"{u}ss Inequality. It has been reported in the literature that fragmentation (or…

Systems and Control · Computer Science 2012-04-06 Corentin Briat

Considering the weighted concept of majorization, Sherman obtained generalization of majorization inequality for convex functions known as Sherman's inequality. We extend Sherman's result to the class of n-strongly convex functions using…

Classical Analysis and ODEs · Mathematics 2019-05-21 Slavica Ivelić Bradanović

The well known Jensen inequality, holds true for every convex functions. However, we found that it is possible to apply it to some problems related to nonconvex functions for which Jensen's inequality holds true locally. Having considered a…

General Mathematics · Mathematics 2014-12-18 Adilsultan Lepes

Bayesian model averaging, obtained as the expectation of a likelihood function by a posterior distribution, has been widely used for prediction, evaluation of uncertainty, and model selection. Various approaches have been developed to…

Machine Learning · Statistics 2021-06-11 Futoshi Futami , Tomoharu Iwata , Naonori Ueda , Issei Sato , Masashi Sugiyama

A considerable amount of literature in the theory of inequality is devoted to the study of Jensen's and Young's inequality. This article presents a number of new inequalities involving the log-convex functions and the geometrically convex…

Classical Analysis and ODEs · Mathematics 2022-02-10 Shigeru Furuichi , Hamid Reza Moradi , Supriyo Dutta

This paper introduces Jensen, an easily extensible and scalable toolkit for production-level machine learning and convex optimization. Jensen implements a framework of convex (or loss) functions, convex optimization algorithms (including…

Machine Learning · Computer Science 2018-07-18 Rishabh Iyer , John T. Halloran , Kai Wei

In this work, we investigate the question of how knowledge about expectations $\mathbb{E}(f_i(X))$ of a random vector $X$ translate into inequalities for $\mathbb{E}(g(X))$ for given functions $f_i$, $g$ and a random vector $X$ whose…

Probability · Mathematics 2021-04-27 André M. Timpanaro

This paper proposes a new sharpened version of the Jensen's inequality. The proposed new bound is simple and insightful, is broadly applicable by imposing minimum assumptions, and provides fairly accurate result in spite of its simple form.…

Statistics Theory · Mathematics 2017-10-26 J. G. Liao , Arthur Berg

In this note we prove Jensen-type inequality for certain non-convex functions. We apply our idea to prove some inequalities which were suggested at some high-level math olympiades.

History and Overview · Mathematics 2013-12-04 Adilsultan Lepes

Let $\mathcal{A}$ be a $C^*$-algebra and $\phi:\cA\to L(H)$ be a positive unital map. Then, for a convex function $f:I\to \mathbb{R}$ defined on some open interval and a self-adjoint element $a\in \mathcal{A}$ whose spectrum lies in $I$, we…

Functional Analysis · Mathematics 2007-05-23 Jorge Antezana , Pedro Massey , Demetrio Stojanoff

Jensen's inequality is ubiquitous in measure and probability theory, statistics, machine learning, information theory and many other areas of mathematics and data science. It states that, for any convex function $f\colon K \to \mathbb{R}$…

Statistics Theory · Mathematics 2024-04-09 Ilja Klebanov

Classically, Jensen's Inequality asserts that if $X$ is a compact convex set, and $f:K\to \mathbb{R}$ is a convex function, then for any probability measure $\mu$ on $K$, that $f(\text{bar}(\mu))\le \int f\;d\mu$, where $\text{bar}(\mu)$ is…

Operator Algebras · Mathematics 2021-02-08 Adam Humeniuk

In this paper we use basic properties of strongly convex functions to obtain new inequalities including Jensen's type and Jensen-Mercer type inequalities. Applications for special means are pointed out as well. We also give a Jensen's…

Functional Analysis · Mathematics 2017-07-06 H. R. Moradi , M. E. Omidvar , M. Adil Khan , K. Nikodem

This article presents a theoretical study of uncertainty functionals on general measurable spaces. These functionals are fundamental in experimental design and global sensitivity analysis, where they are used to quantify variability and…

Statistics Theory · Mathematics 2026-05-19 Julien Bect , Xujia Zhu

Motivated by some recently established operator Jensen-type inequalities related to a usual convexity, in the present paper we derive several more accurate operator Jensen-type inequalities for certain subclasses of convex functions. More…

Functional Analysis · Mathematics 2018-05-11 Mojtaba Bakherad , Mohsen Kian , Mario Krnic , Seyyed Alireza Ahmadi

Convexity is a key concept in information theory, namely via the many implications of Jensen's inequality, such as the non-negativity of the Kullback-Leibler divergence (KLD). Jensen's inequality also underlies the concept of Jensen-Shannon…

Information Theory · Computer Science 2008-04-11 Andre Martins , Pedro Aguiar , Mario Figueiredo

Problems pointwise estimates from above functions or its averages often arise in the function theory under known integral restrictions on the growth of this function. We offer an approach to such problems based on the integral Jensen's…

Complex Variables · Mathematics 2016-10-12 R. A. Baladai , B. N. Khabibullin

Jensen's trace inequality is established for every multivariable, convex function and every trace or trace-like functional on a C*-algebra.

Operator Algebras · Mathematics 2007-05-23 Frank Hansen , Gert K. Pedersen

A general framework with a series of different methods is proposed to improve the estimate of convex function (or functional) values when only noisy observations of the true input are available. Technically, our methods catch the bias…

Methodology · Statistics 2022-09-15 Chao Ma , Lexing Ying

We generalize the Jensen-Shannon divergence by considering a variational definition with respect to a generic mean extending thereby the notion of Sibson's information radius. The variational definition applies to any arbitrary distance and…

Information Theory · Computer Science 2021-04-16 Frank Nielsen