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This paper is mainly devoted to studying operator Jensen inequality. More precisely, a new generalization of Jensen inequality and its reverse version for convex (not necessary operator convex) functions have been proved. Several special…

Functional Analysis · Mathematics 2019-06-10 M. Shah Hosseini , H. R. Moradi , B. Moosavi

In this paper we have considered a difference of Jensen's inequality for convex functions and proved some of its properties. In particular, we have obtained results for Csisz\'{a}r \cite{csi1} $f-$divergence. A result is established that…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

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

In this paper, using some aspects of convex functions, we refine discrete Jensen's inequality via weight functions. Then, using these results, we give some applications in different abstract spaces and obtain some new interesting…

Numerical Analysis · Mathematics 2007-05-23 Jamal Rooin

In this paper we point out a converse result of the celebrated Jensen inequality for differentiable convex mappings of several variables and apply it to counterpart well-known analytic inequalities. Applications to Shannon's and Renyi's…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sever Silvestru Dragomir

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal…

Machine Learning · Computer Science 2012-07-19 Pradeep Ravikumar , John Lafferty

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…

Machine Learning · Computer Science 2013-01-07 Martin Wainwright , Tommi S. Jaakkola , Alan Willsky

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

Variational logistic regression is a popular method for approximate Bayesian inference seeing wide-spread use in many areas of machine learning including: Bayesian optimization, reinforcement learning and multi-instance learning to name a…

Machine Learning · Statistics 2025-11-14 Michael Komodromos , Marina Evangelou , Sarah Filippi

We study conditional expectations generated by an abelian $ C^* $-subalgebra in the centralizer of a positive functional. We formulate and prove Jensen's inequality for functions of several variables with respect to this type of conditional…

Operator Algebras · Mathematics 2007-05-23 Frank Hansen

Yager[5] proposed a transformation for opposing(negating) the occurence of an event that is not certain using the idea that one can oppose the occurence of any uncertain event by allocating its probability among the other outcomes in the…

Probability · Mathematics 2024-04-01 Amit Srivastava

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

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

Machine Learning · Computer Science 2013-11-12 Spencer Greenberg , Mehryar Mohri

We discuss a rather general condition under which the inequality of Jensen works for certain convex combinations of points not all in the domain of convexity of the function under attention. Based on this fact, an extension of the…

Classical Analysis and ODEs · Mathematics 2014-10-03 Constantin P. Niculescu , Ionel Roventa

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

Generalization error bounds are critical to understanding the performance of machine learning models. In this work, we propose a new information-theoretic based generalization error upper bound applicable to supervised learning scenarios.…

Information Theory · Computer Science 2021-01-11 Gholamali Aminian , Laura Toni , Miguel R. D. Rodrigues

We present a set of high-probability inequalities that control the concentration of weighted averages of multiple (possibly uncountably many) simultaneously evolving and interdependent martingales. Our results extend the PAC-Bayesian…

Machine Learning · Computer Science 2012-07-31 Yevgeny Seldin , François Laviolette , Nicolò Cesa-Bianchi , John Shawe-Taylor , Peter Auer

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…

Machine Learning · Computer Science 2020-02-04 Ilja Kuzborskij , Csaba Szepesvári

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