若 f ( x ) f(x) f(x) 为凸函数 (convex),则
1 N ∑ n = 1 N f ( x n ) ≥ f ( 1 N ∑ n = 1 N x n ) \frac{1}{N}\sum_{n=1}^{N}f(x_n)\geq f(\frac{1}{N}\sum_{n=1}^{N}x_n) N1n=1∑Nf(xn)≥f(N1n=1∑Nxn)
即 E [ f ( x ) ] ≥ f [ E ( x ) ] E\left[f(x)\right]\geq f\left[E(x)\right] E[f(x)]≥f[E(x)]
Jensen‘s inequality
最新推荐文章于 2024-03-02 09:34:58 发布