Jensen's inequality
摘要:
$$ f(E[x]) \leq E[f(x)]$$ where $f(x)$ is a convex function. This just a general form of convexity since $E(x)$ is a linear conbination of x. 阅读全文
posted @ 2023-03-23 14:20 安静的聆 阅读(11) 评论(0) 推荐(0) 编辑