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Revisiting the classics: Jensen’s inequality

Francis Bach · published 13 March 2023

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https://en.wikipedia.org/wiki/Jensen%27s_inequality
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https://mark.reid.name/blog/behold-jensens-inequality.html
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https://fr.wikipedia.org/wiki/Johan_Jensen
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https://zenodo.org/record/2371297/files/article.pdf
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https://en.wikipedia.org/wiki/Convex_function
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https://en.wikipedia.org/wiki/Otto_H%C3%B6lder
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http://gdz.sub.uni-goettingen.de/dms/resolveppn/?PPN=GDZPPN00252421X
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https://books.google.fr/books?id=z_BFnsBAx18C&hl=fr&pg=PA401
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https://www.jstor.org/stable/pdf/43667702.pdf?refreqid=excelsior%3A29d60497a1ddcba74004c27f25c39cd1&ab_segments=&origin=&initiator=
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https://en.wikipedia.org/wiki/HM-GM-AM-QM_inequalities
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https://en.wikipedia.org/wiki/Young%27s_inequality_for_products
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https://en.wikipedia.org/wiki/H%C3%B6lder%27s_inequality
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https://en.wikipedia.org/wiki/Cauchy%E2%80%93Schwarz_inequality
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https://en.wikipedia.org/wiki/MM_algorithm
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https://papers.nips.cc/paper/2000/file/f9d1152547c0bde01830b7e8bd60024c-Paper.pdf
papers.nips.cc
http://perso.ens-lyon.fr/patrice.abry/ENSEIGNEMENTS/14M2SCExam/Bertin.pdf
perso.ens-lyon.fr
https://perso.telecom-paristech.fr/rbadeau/assets/ieee-tnn-10.pdf
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https://publications.ut-capitole.fr/id/eprint/25852/1/25852.pdf
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https://arxiv.org/pdf/1608.01264
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https://hal.science/hal-01079229/document
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https://en.wikipedia.org/wiki/Expectation%E2%80%93maximization_algorithm
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https://en.wikipedia.org/wiki/Evidence_lower_bound
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https://lips.cs.princeton.edu/the-elbo-without-jensen-or-kl/
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https://en.wikipedia.org/wiki/Information_theory
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https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence
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https://en.wikipedia.org/wiki/Data_processing_inequality
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https://en.wikipedia.org/wiki/F-divergence
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https://en.wikipedia.org/wiki/Loewner_order
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https://arxiv.org/pdf/math/0204049
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https://en.wikipedia.org/wiki/Taylor%27s_theorem
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https://arxiv.org/pdf/2202.08545.pdf
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https://en.wikipedia.org/wiki/Johan_Jensen_(mathematician
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