🛠️ Steven Gong

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Feb 11, 2026, 1 min read

Jensen’s Inequality

Stumbled upon this while reading up on Variance vs Standard Deviation: https://stats.stackexchange.com/questions/218020/is-variance-a-more-fundamental-concept-than-standard-deviation

Jensen’s inequality relates the value of a convex function of an integral to the integral of the convex function.

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Backlinks

  • Evidence Lower Bound (ELBO)

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