Partition Functions and Higher-order Jensen Inequalities (3/3)

When trying to compute variational bounds (as derived in the previous post), a naive attempt to approximate the involved expectations (e.g. using a Taylor expansion) may destroy the bound.

This is where the Higher-order Jensen-Feynman inequality comes in. It allows us to do a higher-order polynomial expansion without destroying the variational bound.

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One thought on “Partition Functions and Higher-order Jensen Inequalities (3/3)

  1. Pingback: Approximating Free Energies | Invariance

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