English

The wrong direction of Jensen's inequality is algorithmically right

Computational Complexity 2022-11-17 v1

Abstract

Let A\mathcal{A} be an algorithm with expected running time eXe^X, conditioned on the value of some random variable XX. We construct an algorithm A\mathcal{A'} with expected running time O(eE[X])O(e^{E[X]}), that fully executes A\mathcal{A}. In particular, an algorithm whose running time is a random variable TT can be converted to one with expected running time O(eE[lnT])O(e^{E[\ln T]}), which is never worse than O(E[T])O(E[T]). No information about the distribution of XX is required for the construction of A\mathcal{A}'.

Cite

@article{arxiv.2211.08563,
  title  = {The wrong direction of Jensen's inequality is algorithmically right},
  author = {Or Zamir},
  journal= {arXiv preprint arXiv:2211.08563},
  year   = {2022}
}
R2 v1 2026-06-28T05:59:50.835Z