English
Related papers

Related papers: Graph Convex Hull Bounds as generalized Jensen Ine…

200 papers

This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…

Probability · Mathematics 2020-08-21 Xiang Gao , Meera Sitharam , Adrian E. Roitberg

Since its original formulation, Jensen's inequality has played a fundamental role across mathematics, statistics, and machine learning, with its probabilistic version highlighting the nonnegativity of the so-called Jensen's gap, i.e., the…

Machine Learning · Computer Science 2025-11-11 Marcin Mazur , Tadeusz Dziarmaga , Piotr Kościelniak , Łukasz Struski

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

We study the convex hull of the graph of a quadratic function $f(\mathbf{x})=\sum_{ij\in E}x_ix_j$, where the sum is over the edge set of a graph $G$ with vertex set $\{1,\dots,n\}$. Using an approach proposed by Gupte et al. (Discrete…

Optimization and Control · Mathematics 2020-07-14 Mitchell Harris , Thomas Kalinowski

Jensen's inequality, attributed to Johan Jensen -- a Danish mathematician and engineer noted for his contributions to the theory of functions -- is a ubiquitous result in convex analysis, providing a fundamental lower bound for the…

Information Theory · Computer Science 2026-01-09 Sambhab Mishra

It is well known that the traditional Jensen inequality is proved by lower bounding the given convex function, $f(x)$, by the tangential affine function that passes through the point $(E\{X\},f(E\{X\}))$, where $E\{X\}$ is the expectation…

Information Theory · Computer Science 2023-05-17 Neri Merhav

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

We study the problem of estimating the convex hull of the image $f(X)\subset\mathbb{R}^n$ of a compact set $X\subset\mathbb{R}^m$ with smooth boundary through a smooth function $f:\mathbb{R}^m\to\mathbb{R}^n$. Assuming that $f$ is a…

Optimization and Control · Mathematics 2024-03-11 Thomas Lew , Riccardo Bonalli , Lucas Janson , Marco Pavone

Given a function $f$ defined on a nonempty and convex subset of the $d$-dimensional Euclidean space, we prove that if $f$ is bounded from below and it satisfies a convexity-type functional inequality with infinite convex combinations, then…

Classical Analysis and ODEs · Mathematics 2025-09-16 Matyas Barczy , Zsolt Páles

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

A real valued function $f$ defined on a convex $K$ is anemconvex function iff it satisfies $$ f((x+y)/2) \le (f(x)+f(y))/2 + 1. $$ A thorough study of approximately convex functions is made. The principal results are a sharp universal upper…

Metric Geometry · Mathematics 2007-05-23 S. J. Dilworth , Ralph Howard , James W. Roberts

In this article we give some improvements and generalizations of the famous Jensen's and Jensen-Mercer inequalities for twice differentiable functions, where convexity property of the target function is not assumed in advance. They…

Classical Analysis and ODEs · Mathematics 2020-11-24 Slavko Simic

We prove part of a conjecture by Johansson, Kahn and Vu \cite{JKV} regarding threshold functions for the existence of an $H$-factor in a random graph \gnp. We prove that the conjectured threshold function is correct for any graph $H$ which…

Combinatorics · Mathematics 2013-04-11 Stefanie Gerke , Andrew McDowell

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

A real valued function defined on}$\mathbb{R}$ {\small is called}$g${\small --convex if it satisfies the following \textquotedblleft generalized Jensen's inequality\textquotedblright under a given}$g${\small -expectation, i.e.,…

Probability · Mathematics 2008-02-05 Guangyan Jia , Shige Peng

Convex analysis is fundamental to proving inequalities that have a wide variety of applications in economics and mathematics. In this paper we provide Jensen-type inequalities for functions that are, intuitively, "very" convex. These…

Optimization and Control · Mathematics 2021-08-10 Bar Light

We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…

Probability · Mathematics 2022-11-04 Renato Pelessoni , Paolo Vicig

Inequalities play an important role in pure and applied mathematics. In particular, Jensen's inequality, one of the most famous inequalities, plays a main role in the study of the existence and uniqueness of initial and boundary value…

Classical Analysis and ODEs · Mathematics 2022-02-09 Yamilet Quintana , José M. Rodríguez , José M. Sigarreta Almira

We present both necessary and sufficient conditions to the convex closed shape $X$ such that the inequality $$ \frac{1}{|X|} \int_X f(x)\:dx \le \frac{1}{|\partial X|} \int_{\partial X} f(x)\:dx$$ is valid for every convex function $f…

Classical Analysis and ODEs · Mathematics 2020-01-22 Paweł Pasteczka

We say that a subset of C^n is hypoconvex if its complement is the union of complex hyperplanes. Let D be the closed unit disk in C, T the unit circle. We prove two conjectures of Helton and Marshall. (See ``Frequency domain design and…

Complex Variables · Mathematics 2007-05-23 Marshall A. Whittlesey
‹ Prev 1 2 3 10 Next ›