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When estimating the expected value of a convex loss, Jensen's inequality offers a simple but powerful bound.
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When estimating the expected value of a convex loss, Jensen's inequality offers a simple but powerful bound.
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Related words
Jensen's inequality
Proper noun
Japanese Meaning
Jensenの不等式は、数学（解析学や確率論の分野）において、凸関数に対して、関数評価の積分と、積分した後の関数評価との大小関係を示す不等式です。具体的には、重み付けされた平均に関して、凸関数を先に適用した場合と、先に適用してから平均を取った場合の間に成り立つ関係を表します。
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