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The Jensen inequality has been recognized as a powerful tool to deal with the stability of time-delay systems. Recently, a new inequality that encompasses the Jensen inequality was proposed for the stability analysis of systems with finite…

系统与控制 · 计算机科学 2016-02-18 Kun Liu , Emilia Fridman , Karl Henrik Johansson , Yuanqing Xia

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…

概率论 · 数学 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…

机器学习 · 计算机科学 2025-11-11 Marcin Mazur , Tadeusz Dziarmaga , Piotr Kościelniak , Łukasz Struski

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.…

统计理论 · 数学 2017-10-26 J. G. Liao , Arthur Berg

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…

信息论 · 计算机科学 2026-01-09 Sambhab Mishra

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…

概率论 · 数学 2022-11-04 Renato Pelessoni , Paolo Vicig

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…

综合数学 · 数学 2014-12-18 Adilsultan Lepes

Quantifying the structural and functional differences of temporal networks is a fundamental and challenging problem in the era of big data. This work proposes a temporal dissimilarity measure for temporal network comparison based on the…

社会与信息网络 · 计算机科学 2021-11-03 Xiu-Xiu Zhan , Chuang Liu , Zhipeng Wang , Huijuang Wang , Petter Holme , Zi-Ke Zhang

Mapping data from and/or onto a known family of distributions has become an important topic in machine learning and data analysis. Deep generative models (e.g., generative adversarial networks ) have been used effectively to match known and…

机器学习 · 计算机科学 2020-10-30 Surojit Saha , Shireen Elhabian , Ross T. Whitaker

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…

统计理论 · 数学 2007-06-13 Inder Jeet Taneja

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…

经典分析与常微分方程 · 数学 2007-05-23 Sever Silvestru Dragomir

The main motivation of this paper is to introduce the permutation Jensen-Shannon distance, a symbolic tool able to quantify the degree of similarity between two arbitrary time series. This quantifier results from the fusion of two concepts,…

数据分析、统计与概率 · 物理学 2022-04-20 Luciano Zunino , Felipe Olivares , Haroldo V. Ribeiro , Osvaldo A. Rosso

We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a…

统计方法学 · 统计学 2024-11-22 Tommaso Lando Idir Arab , Paulo Eduardo Oliveira

This work deals with the finite time stability of generalized proportional fractional systems with time delay. First, based on the generalized proportional Gr\"onwall inequality, we derive an explicit criterion that enables the system…

最优化与控制 · 数学 2024-10-10 Hanaa Zitane , Delfim F. M. Torres

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…

信息论 · 计算机科学 2023-05-17 Neri Merhav

The Jensen-Shannon divergence is a renown bounded symmetrization of the unbounded Kullback-Leibler divergence which measures the total Kullback-Leibler divergence to the average mixture distribution. However the Jensen-Shannon divergence…

信息论 · 计算机科学 2022-09-21 Frank Nielsen

We introduce a novel parametric family of symmetric information-theoretic distances based on Jensen's inequality for a convex functional generator. In particular, this family unifies the celebrated Jeffreys divergence with the…

计算机视觉与模式识别 · 计算机科学 2011-12-20 Frank Nielsen

We prove certain type symmetric inequalities in $\textbf{R}^{2}$ and $\textbf{R}^3$, that ocur in many problems of analysis. These inequalities are generalizations of the Jensen's inequality from one variable to two and three variables

综合数学 · 数学 2022-12-20 Nikolaos D. Bagis

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…

概率论 · 数学 2021-04-27 André M. Timpanaro

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…

机器学习 · 计算机科学 2018-07-18 Rishabh Iyer , John T. Halloran , Kai Wei
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